MathWorks - Mobile View
  • Sign In to Your MathWorks AccountSign In to Your MathWorks Account
  • Access your MathWorks Account
    • My Account
    • My Community Profile
    • Link License
    • Sign Out
  • Products
  • Solutions
  • Academia
  • Support
  • Community
  • Events
  • Get MATLAB
MathWorks
  • Products
  • Solutions
  • Academia
  • Support
  • Community
  • Events
  • Get MATLAB
  • Sign In to Your MathWorks AccountSign In to Your MathWorks Account
  • Access your MathWorks Account
    • My Account
    • My Community Profile
    • Link License
    • Sign Out

Videos and Webinars

  • MathWorks
  • Videos
  • Videos Home
  • Search
  • Videos Home
  • Search
  • Contact sales
  • Trial software
  Register to watch video
  • Description
  • Full Transcript
  • Related Resources

What is Global Optimization Toolbox?

Gabriel Ha, MathWorks

Global Optimization Toolbox provides functions that search for global solutions to problems that contain multiple maxima or minima. Toolbox solvers include surrogate, pattern search, genetic algorithm, particle swarm, simulated annealing, multistart, and global search. You can use these solvers for optimization problems where the objective or constraint function is continuous, discontinuous, stochastic, does not possess derivatives, or includes simulations or black-box functions. For problems with multiple objectives, you can identify a Pareto front using genetic algorithm or pattern search solvers.

Use Global Optimization Toolbox to search for the best, or global, solution to an optimization problem.  The toolbox provides a wide variety of solvers for applications which can involve challenging nonlinear or noisy problems, such as computational finance and engineering.

Traditional nonlinear solvers may converge to a local minimum instead of the global minimum. In contrast, MultiStart and GlobalSearch solvers use randomized search methods in combination with gradient-based solvers to search efficiently for the global minimum or maximum of continuous problems which might have multiple local solutions.

All Global Optimization Toolbox solvers apply to smooth problems such as this one modeling optical interference. The surrogate optimization solver finds this global maximum, even with many local solutions present. Some of the solvers also apply to nonsmooth or stochastic problems where gradient-based solvers are inadequate. PatternSearch solver quickly searches this nonsmooth problem for the global maximum without using gradient information. You can use any of these solvers for nonsmooth problems, including surrogate, genetic algorithm, particle swarm, and simulated annealing.

Discrete-valued nonlinear problems can be solved with the genetic algorithm and surrogate solvers. This circuit example is an integer-constrained problem, as values for components need to come from a list of available sizes.

For problems with multiple objectives, you can explore trade-offs between those objectives by generating pareto fronts with paretoSearch and genetic algorithm multiobjective solvers.

Many global optimization algorithms can run even faster using Parallel Computing Toolbox.  In this cell tower placement example, we get the same results faster using 4 parallel workers.

Find more information at the links below or return to the Global Optimization Toolbox page.

Related Products

  • Global Optimization Toolbox
  • Optimization Toolbox

Feedback

Featured Product

Global Optimization Toolbox

  • Request Trial
  • Get Pricing

Up Next:

3:57
Using Global Search for Optimization Problems

Related Videos:

1:01:59
Global Optimization with MATLAB Products
4:16
Using MultiStart for Optimization Problems
10:46
Mathematical Modeling with Optimization, Part 2b:...
6:08
Introduction to Optimization Graphical User Interface

View more related videos

MathWorks - Domain Selector

Select a Web Site

Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .

Select web site

You can also select a web site from the following list:

How to Get Best Site Performance

Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.

Americas

  • América Latina (Español)
  • Canada (English)
  • United States (English)

Europe

  • Belgium (English)
  • Denmark (English)
  • Deutschland (Deutsch)
  • España (Español)
  • Finland (English)
  • France (Français)
  • Ireland (English)
  • Italia (Italiano)
  • Luxembourg (English)
  • Netherlands (English)
  • Norway (English)
  • Österreich (Deutsch)
  • Portugal (English)
  • Sweden (English)
  • Switzerland
    • Deutsch
    • English
    • Français
  • United Kingdom (English)

Asia Pacific

  • Australia (English)
  • India (English)
  • New Zealand (English)
  • 中国
    • 简体中文Chinese
    • English
  • 日本Japanese (日本語)
  • 한국Korean (한국어)

Contact your local office

  • Contact sales
  • Trial software

Explore Products

  • MATLAB
  • Simulink
  • Student Software
  • Hardware Support
  • File Exchange

Try or Buy

  • Downloads
  • Trial Software
  • Contact Sales
  • Pricing and Licensing
  • How to Buy

Learn to Use

  • Documentation
  • Tutorials
  • Examples
  • Videos and Webinars
  • Training

Get Support

  • Installation Help
  • Answers
  • Consulting
  • License Center
  • Contact Support

About MathWorks

  • Careers
  • Newsroom
  • Social Mission
  • Contact Sales
  • About MathWorks

MathWorks

Accelerating the pace of engineering and science

MathWorks is the leading developer of mathematical computing software for engineers and scientists.

Discover…

  • Select a Web Site United States
  • Patents
  • Trademarks
  • Privacy Policy
  • Preventing Piracy
  • Application Status

© 1994-2021 The MathWorks, Inc.

  • Facebook
  • Twitter
  • Instagram
  • YouTube
  • LinkedIn
  • RSS

Join the conversation