MultiStart optimization problem

[CasperYC]

Hi all,

I have a 5 parameter function needs to be optimized.

I am using the multi start method and it always returns the following error message:

MultiStart stopped without completing the runs from all start points.

25 out of 25 local solver runs exceeded the iteration limit (problem.options.MaxIter) or
the function evaluation limit (problem.options.MaxFunEvals).
None of the 25 local solver runs converged with a positive local solver exit flag.

I have tried to change the option by

options=optimset('MaxIter',inf,...
'MaxFunEvals',inf,...
'UseParallel','always'...
);

It does not work at all.

Am I doing something wrong?

Thanks!

Casper

[Derya Ozyurt]

Hello Casper,
Could you provide the commands that you use? Are you changing
problem.options or options?
Note that here problem is the structure that is the input to ms.run, where
ms is a MultiStart solver, i.e.

problem.options=optimset('MaxIter',inf,...
ms.run(problem,25);

Having said that; setting MaxIter to inf may not be a good idea. I would
recommend that you first investigate why your single calls to fmincon hits
MaxIter or MaxFunEvals.

Regards,
Derya

"CasperYC " <casp...@hotmail.co.uk> wrote in message
news:jigs65$kjd$1...@newscl01ah.mathworks.com...

[CasperYC]

Hi Derya Ozyurt,

I have no sorted it out.

I have now a different question, which is still on optimization.

When using the different optimization functions, such as fminunc, fmincon, global search, and multistart, can i just get the optimal values with NO other output information?

Bascially, i want to make a 'simple' GUI type thing, but not with actual GUI, because i can't and it's a bit difficult for me at the moment. What i can do instead is formatted output, using 'fprintf'. But Each time I run the multistart, the output information 'X out of Y runs BLAH BLAH BLAH' is always there, no matter what.


Thanks!

Casper

[Alan Weiss]

There is a difference between the multiple-start solvers (MultiStart)
and GlobalSearch) and the other solvers. But basically, when you set the
Display option to 'off', nothing is returned at the command line.

For most solvers, you enter
options = optimset('Display','off');
and include the options argument in your function call:
[x,fval] = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options);

For multiple start solvers, set the Display option to 'off' in the object:
ms = MultiStart('Display','off');
You can also set Display to 'off' in the problem structure:
opts = optimset('Display','off');
problem = createOptimProblem('fmincon','options',opts,...);
You then call
[x,fval] = run(ms,problem);

For more information, see
http://www.mathworks.com/help/toolbox/gads/bsc595w.html#bsc5975
http://www.mathworks.com/help/toolbox/gads/bsc5_cj.html#bseatx9

Alan Weiss
MATLAB mathematical toolbox documentation