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Thread Subject:
Multistart in Global optimization toolbox

Subject: Multistart in Global optimization toolbox

From: Marco Wu

Date: 2 Oct, 2011 02:42:13

Message: 1 of 2

Dear all,

 I am using MultiStart; and I read the following from the doc MultiStart

------------------------------------
Filter Start Points (Optional)

If you set the StartPointsToRun property of the MultiStart object to 'bounds' or 'bounds-ineqs', MultiStart does not run the local solver from infeasible start points. In this context, "infeasible" means start points that do not satisfy bounds, or start points that do not satisfy both bounds and inequality constraints.

The default setting of StartPointsToRun is 'all'. In this case, MultiStart does not discard infeasible start points.

------------------------------------
To my understand, Only those data point can generate feasible solution will be counted if I set 'bounds-ineqs'. However, MATLAB stopped after I run my optimization for 15mins and said there were no feasible solution. I know that is NOT true.

Did I understand the paragraph correctly? My question is if I want MultiStart to run 1000 data points which will product feasible solution; and those for all other data points which does NOT produce feasible won't count into those 1000 points. How I should set that? THanks

Subject: Multistart in Global optimization toolbox

From: Alan Weiss

Date: 4 Oct, 2011 11:25:36

Message: 2 of 2

On 10/1/2011 10:42 PM, Marco Wu wrote:
> Dear all,
>
> I am using MultiStart; and I read the following from the doc MultiStart
>
> ------------------------------------
> Filter Start Points (Optional)
>
> If you set the StartPointsToRun property of the MultiStart object to
> 'bounds' or 'bounds-ineqs', MultiStart does not run the local solver
> from infeasible start points. In this context, "infeasible" means start
> points that do not satisfy bounds, or start points that do not satisfy
> both bounds and inequality constraints.
>
> The default setting of StartPointsToRun is 'all'. In this case,
> MultiStart does not discard infeasible start points.
>
> ------------------------------------
> To my understand, Only those data point can generate feasible solution
> will be counted if I set 'bounds-ineqs'. However, MATLAB stopped after I
> run my optimization for 15mins and said there were no feasible solution.
> I know that is NOT true.
>
> Did I understand the paragraph correctly? My question is if I want
> MultiStart to run 1000 data points which will product feasible solution;
> and those for all other data points which does NOT produce feasible
> won't count into those 1000 points. How I should set that? THanks

If you know some feasible points, you can include them in a
CustomStartPointSet, as explained here:
http://www.mathworks.com/help/toolbox/gads/bsc595w.html#bsc881a-4

Setting StartPointsToRun to anything other than 'all' causes MultiStart
to reject starting points that are infeasible. Oftentimes, there is
nothing wrong with starting from an infeasible point. MultiStart tries
to eventually make its points feasible.

Alan Weiss
MATLAB mathematical toolbox documentation

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