Find global minimum
A GlobalSearch
object contains properties (options)
that affect how the run
method
searches for a global minimum, or generates a GlobalOptimSolution
object.
gs = GlobalSearch
constructs a new global
search optimization solver with its properties set to the defaults.
gs = GlobalSearch('PropertyName',PropertyValue,...)
constructs
the object using options, specified as property name and value pairs.
gs = GlobalSearch(oldgs,'PropertyName',PropertyValue,...)
constructs
a copy of the GlobalSearch
solver oldgs
.
The gs
object has the named properties altered
with the specified values.
gs = GlobalSearch(ms)
constructs gs
,
a GlobalSearch
solver, with common parameter values
from the ms
MultiStart solver.

A basin radius decreases after Set Default: 

Detail level of iterative display. Possible values:
Default: 

A multiplier for determining whether a trial point is in an existing basin of attraction. For details, see Examine Stage 2 Trial Point to See if fmincon Runs. Default: 

Describes how close two objective function values must be for
solvers to consider them identical for creating the vector of local
solutions. Solvers consider two solutions identical if they are within Default: 

Time in seconds for a run. Default: 

A positive integer tolerance appearing in several points in the algorithm:
Default: 

Number of start points in Stage 1. For details, see Obtain Stage 1 Start Point, Run. Default: 

Number of potential start points to examine in addition to Default: 

A function handle or cell array of function handles to output functions. Output functions run after each local solver call. They also run when the global solver starts and ends. Write your output functions using the syntax described in OutputFcn. See GlobalSearch Output Function. Default: 

Determines increase in the penalty threshold. For details, see React to Large Counter Values. Default: 

A function handle or cell array of function handles to plot functions. Plot functions run after each local solver call. They also run when the global solver starts and ends. Write your plot functions using the syntax described in OutputFcn. There are two builtin plot functions:
Default: 

Directs the solver to exclude certain start points from being run:
Default: 

Describes how close two points must be for solvers to consider
them identical for creating the vector of local solutions. Solvers
compute the distance between a pair of points with Default: 
run  Find global minimum 
Value. To learn how value classes affect copy operations, see Copying Objects in the MATLAB^{®} Programming Fundamentals documentation.
Solve a problem using a default GlobalSearch
object:
opts = optimoptions(@fmincon,'Algorithm','interiorpoint'); problem = createOptimProblem('fmincon','objective',... @(x) x.^2 + 4*sin(5*x),'x0',3,'lb',5,'ub',5,'options',opts); gs = GlobalSearch; [x,f] = run(gs,problem)
A detailed description of the algorithm appears in GlobalSearch Algorithm. Ugray et al. [1] describes both the algorithm and the scattersearch method of generating trial points.
[1] Ugray, Zsolt, Leon Lasdon, John Plummer, Fred Glover, James Kelly, and Rafael Martí. Scatter Search and Local NLP Solvers: A Multistart Framework for Global Optimization. INFORMS Journal on Computing, Vol. 19, No. 3, 2007, pp. 328–340.