What kind of optimization algorithm?
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Hi all I want to find maximum of a function that only could be calculated numerically (its gradient or hessian of aren't available). it is something like this: <https://www.dropbox.com/s/bjrrwnkx61o6nqk/untitled.jpg> and i don't mind finding global minimum or local ones (all local maximums are OK) what kind of algorithm do you suggest?
Babak on 20 Mar 2013
Stick your numerical data in a vector and then call min(.) or max(.) of that vector. This gives you the global min or max.
Sean de Wolski on 20 Mar 2013
I recommend first trying fmincon() with the interior-point algorithm, If you know that you want a global optimization, then use patternsearch: