GA options stall vs tolerance

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Mo
Mo on 14 Jan 2015
Commented: Mo on 15 Jan 2015
What is the difference between StallTimeLimit and TolFun. I think I know what they are in principle, but in the documentation they have identical descriptions. Also is the tolerance applied to successive raw fittest values, or are they scaled etc.?

Accepted Answer

Alan Weiss
Alan Weiss on 14 Jan 2015
According to the documentation, "The algorithm stops if the average relative change in the best fitness function value over StallGenLimit generations is less than or equal to TolFun." If you don't understand what this means, take a look at How the Genetic Algorithm Works.
Alan Weiss
MATLAB mathematical toolbox documentation
  3 Comments
Alan Weiss
Alan Weiss on 14 Jan 2015
Oh, you either have nonlinear constraints or an integer-constrained problem. To encourage ga to continue, set TolFun to a small value, maybe 1e-10 or 1e-12.
If you have integer constraints, there might be no other help but to play with options (and make sure your bounds are as tight as possible). But for nonlinear constraints, I uuge you to try patternsearch instead of ga. You will almost certainly get more reliable answers, and more quickly, too.
Alan Weiss
MATLAB mathematical toolbox documentation
Mo
Mo on 15 Jan 2015
Indeed. Haven't checked the full results, but PS does at least appear to get solutions with reduced fitness penalty function much faster than GA. Orders of magnitude faster.
Thanks.

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