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What should be the optimization method for my case?

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Orcan Maktal
Orcan Maktal on 27 Apr 2021
Commented: Orcan Maktal on 11 May 2021
I have an optimization problem which I minimize rms of velocity output of ODE function. When optimization runs, in each iteration first-order optimality goes high and low and repeats. I have inequality constraints, 5 for positions and, 5 for velocities. What method should it be to solve my problem?
Note: The lowest value for rms of velocity is 0 but it means there is no movement at all but I consider it in my constraints.
Thank you for help.

Accepted Answer

Alan Weiss
Alan Weiss on 29 Apr 2021
For such a general question I can give only general advice. See the topics Optimizing a Simulation or Ordinary Differential Equation and, perhaps (though it might not be applicable), Fit ODE, Problem-Based and Fit an Ordinary Differential Equation (ODE) and Optimize an ODE in Parallel (uses Global Optimization Toolbox, but you can use fmincon as well).
I hope this helps in some way,
Alan Weiss
MATLAB mathematical toolbox documentation
  5 Comments
Orcan Maktal
Orcan Maktal on 11 May 2021
I will try what you offer. I appreciate how fast you reply and bring ideas kind sir. Thank you, have a nice day.

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