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From: strefli3@gmail.com
Newsgroups: comp.soft-sys.matlab
Subject: Re: Fmincon + Ansys, Looking for a global minimum
Date: 12 Dec 2006 10:56:12 -0800
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Unfortunatly I do not have a sponsorship with TOMLAB,  thus I did not
persue that possibility.

However, now that we are on the topic, how will glcCluster perform when
my function is very costly?

Marcus M. Edvall wrote:
> Hello,
>
> If you got only local solutions with TOMLAB, you must have done
> something wrong. The defaults are not always ideal for your
> situation.
>
> If you can obtain local solutions in 51s, then glcCluster should be
> ideal.
>
> Best wishes, Marcus
>  <http://tomopt.com/tomlab/>
>
>  strefli3 wrote:
> >
> >
> > Thanks for all the help everyone. Using everyone suggestions I am
> > still
> > arriving at local minimums though. However I decided to simply
> > write my
> > own algorithm based on my knowlege of the optimim solution.
> >
> > Knowing that at the optimum solution all of my constraints will be
> > active, unless of course the design varaible is at its lb, a very
> > simple algorithm can be implemented to solve the problem. Indeed it
> > found the local minimum, and it only took 51s. Compared to GAs
> > that
> > where taking 6+hours.
> >
> > Thanks again,
> >
> > Rakesh Kumar wrote:
> >> You can try using some evolutionary algorithms or even better
> > some form of
> >> hybrid scheme (evolutionary & classical together) to maximize
> > your chances
> >> of finding a global minimum. If you have access to Genetic
> > Algorithm and
> >> Direct Search Toolbox, you may try one of two schemes:
> >>
> >> - Use PATTERNSEARCH function with a search step. here are the
> > options I
> >> would use to find a global minimum.
> >>
> >> options =
> >>
> >
> psoptimset('SearchMethod',{@searchlhs,10},'InitialMeshSize',10,'Disp
> > lay','iter')
> >>
> >> % Call patternsearch
> >> [R,weight,exit,output] =
> >> patternsearch(@obj,R0,M,b,Meq,beq,lb,ub,@cons,options)
> >>
> >> You can play with options such as 'InitialPenalty' and
> > 'PenaltyFactor' if
> >> nonlinear constraints are not easily satisfied.
> >>
> >>
> >> - Use GA with FMINCON as hybrid function
> >> options = gaoptimset('HybridFcn',@fmincon, 'PopulationSize',
> >>
> >
> 200,'Generations',500,'MutationFcn',@mutationadaptfeasible,'Display'
> > ,'iter');
> >>
> >> % Call ga
> >> [R,weight,exit,output] =
> >> ga(@obj,numel(R0),M,b,Meq,beq,lb,ub,@cons,options)
> >>
> >> Note that the second input argument to GA is numel(R0) i.e.,
> > number of
> >> variables.
> >>
> >> hth,
> >> Rakesh
> >>
> >> <strefli3@gmail.com> wrote in message
> >> news:1164921803.302933.143550@80g2000cwy.googlegroups.com...
> >> > Dmitrey,
> >> > I have downloaded OpenOpt and read all the documentation,
> but I
> > can't
> >> > seem to implement it into my current situation. Let me
> exaplain
> > how I
> >> > use fmincon
> >> >
> >> > [R,weight,exit,output] =
> >> > fmincon(@obj,R0,M,b,Meq,beq,lb,ub,@cons,options)
> >> >
> >> > Breaking it down:
> >> > @obj represents my objective function, this is simply the
> > weight of the
> >> > truss which is then scalled to be a reasonable. In other
> words
> > it is
> >> > each design variable, which is a the radius of the bar
> squared,
> > *pi *
> >> > length.
> >> >
> >> > R0 is my initial guess to the problem
> >> >
> >> > M,b,Meq,beq are all empty
> >> >
> >> > lb and ub are my upper bounds and lower bounds of the
> design
> > variables.
> >> >
> >> > @cons is a function that calls Ansys which the retuns
> stresses
> > for each
> >> > bar and then @cons converts them to contraints based on
> the
> > maximium
> >> > allowable stress.
> >> >
> >> > So my question is, How do I call OpenOPT with my in the
> way
> > that I use
> >> > fmincon; using the @cons function to determine the
> contraints?
> >> >
> >> > Thanks for the tips thus far.
> >> >
> >> > Dmitrey wrote:
> >> >> Hi strefli3
> >> >> If you are interested in local-global solvers, I would
> propose
> > you to
> >> >> try hPSO from OpenOpt
> >> >> It was written by Alexandros Leontitsis & we make some
> changes
> > - for
> >> >> example, replaced inner solver from MATLAB fminsearch
> to Shor
> > r-alg
> >> >> with AST. However, currently it can handle non-linear
> > constraints via
> >> >> N*max(0, c(x)), where N is a big number; on the other
> hand, in
> > a very
> >> >> sucsessful way.
> >> >> however, it's 1st-order optimizer & don't use
> user-supplied
> > Hesse
> >> >> matrix (but can use (sub)gradient info)
> >> >> Lates Openopt version is available at
> >> >> <http://www.box.net/public/6bsuq765t4>
> >> >> if you'll find the OpenOpt usefull please make a good
> review
> > at
> >> >>
> >> >> <http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=13115&objectType=file>
> >> >> OpenOpt also includes GAConstrain solver, which can
> handle
> > c(x)<=0
> >> >> & Ax<=b; also you must provide lb, ub. However, as
> all global
> >> >> solvers, it can handle only small-scaled problems with
> nvars
> > ~1...15
> >> >>
> >> >> You can try non-smooth solver fminsearchOS (free, use
> web
> > search) or
> >> >> snopt() from TOMLAB - they propose 21 evaluation ver,
> but
> > their
> >> >> prices are not for everyone.
> >> >> best regards, Dmitrey
> >> >
> >
> >