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From: Nick on 4 Aug 2010 11:51
Just wondering if there is a particular reason for fminsearch not being one of the allowed local solvers for the global optimiser MultiStart? As far as I can tell there is no reason why fminsearch could not be used at each of the start points... I have (what I believe to be) a non-smooth surface to minimise and would be interested in using fminsearch in conjunction with MultiStart.

I am sure I could write my own multi-start type code to use fminsearch if necessary. Alternatively I could try out patternsearch, for example.

Thanks for your advice!
From: James Allison on 5 Aug 2010 17:12
If you have access to patternsearch I would certainly recommend using
that. It's a more modern and sophisticated algorithm that handles
non-smooth functions very well. You might also want to compare its
results with ga. If you wanted to use fminsearch for a multi-start
approach, you could generate a set of starting points using lhsdesign.

-James

Nick wrote:
> Just wondering if there is a particular reason for fminsearch not being
> one of the allowed local solvers for the global optimiser MultiStart? As
> far as I can tell there is no reason why fminsearch could not be used at
> each of the start points... I have (what I believe to be) a non-smooth
> surface to minimise and would be interested in using fminsearch in
> conjunction with MultiStart.
>
> I am sure I could write my own multi-start type code to use fminsearch
> if necessary. Alternatively I could try out patternsearch, for example.
> Thanks for your advice!
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