How to force FMINCON to explore a certain range
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Laurence hutton-smith
on 28 Aug 2015
Answered: John D'Errico
on 28 Aug 2015
I am attempting to get fmincon to fit a solution of an ODE to experimental data, based upon a two parameters x and y, where x lies in the region [0,10]. My original guess for x is 7.5, however sometimes FMINCON totally misses the correct minimisation because it doesn't vary x enough, how can I force it to explore this range of [0,10] properly?
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John D'Errico
on 28 Aug 2015
No, you cannot force fmincon to fully explore a domain. fmincon is not a global optimizer. It is a local optimizer, that starts from your starting point. If your start point is poor, or the objective is poorly conditioned around there, it will have problems. So get a better starting point!
You can also use multiple random starts, starting it from a set of points. Then take the best result from the set of results.
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