How can I optimize a non-smooth objective function using MathWorks products?
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I want to minimize a function that is not smooth and whose derivatives are either not available or are not reliable.
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MathWorks Support Team
el 27 de Jun. de 2009
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The FMINSEARCH function in MATLAB does not rely on gradients to find minima, and may be used when the objective function is non-smooth. The Genetic Algorithm and Direct Search Toolbox can also be used to optimize non-smooth objective functions. Visit www.mathworks.com/products/gads for more information on the Genetic Algorithm and Direct Search Toolbox.
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Más información sobre Genetic Algorithm en Centro de ayuda y File Exchange.
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el 27 de Jun. de 2009
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