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Author: The MathWorks, Inc.

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【One-Line Pitch】 A practical, example-driven manual for anyone who needs to find global or multiple local optima in MATLAB when classical gradient-based solvers fall short—engineers, researchers, and students working with nonsmooth, stochastic, or multi-modal objective functions. 【Book Arc】 - **Opening (~0%–12%)**: Front matter, revision history, and a solver-selection chapter that frames the whole toolbox—how to choose among solvers for smooth vs. nonsmooth problems and what "desired solution" means. - **Early (~12%–20%)**: Problem setup fundamentals—writing objective (fitness) functions, vectorizing them, supplying gradients/Hessians, and setting/constraining options before any solver runs. - **Early (~20%–32%)**: The GlobalSearch and MultiStart workflow in depth: building problem structures, creating solver objects, defining start points, running solvers, handling single vs. multiple solutions, and reproducing results. - **Middle (~32%–44%)**: Direct search (pattern search)—GPS/MADS terminology, polling, mesh expansion/contraction, search methods, tolerances, and performance techniques like caching and vectorization. - **Middle (~44%–52%)**: The genetic algorithm—terminology, how generations evolve, selection/mutation/crossover, constrained and mixed-integer ga, and custom plot functions. - **Late/Ending (beyond ~52%)**: Excerpts thin out here; remaining material presumably covers the other solvers (e.g., simulated annealing, particle swarm, surrogate optimization) and reference pages, but the excerpts do not cover these in detail. 【Book Arc note】 The progression is deliberate: fundamentals → solver-specific workflows → tuning and performance. Read it as a reference manual you navigate by task, not a linear narrative. 【Key Takeaways】 - **Solver choice is the first decision, not an afterthought** (Opening): the guide opens by teaching you to match solver to problem type—smooth vs. nonsmooth, single vs. multiple optima—before touching code. - **GlobalSearch and MultiStart are the workhorses for multi-start search** (Early): they wrap a local solver and explore many start points; the manual walks through problem structures, solver objects, and four ways to define start points. - **Multiple solutions are a feature, not noise** (Early): MultiStart can return several distinct local minima, and you can tune what counts as "distinct"—useful when you want a landscape, not just one answer. - **Reproducibility requires deliberate setup** (Early): pseudorandom start points and parallel streams mean identical results need explicit steps; the guide treats this as a first-class concern. - **Pattern search suits nonsmooth, derivative-free problems** (Middle): GPS/MADS polling, mesh expansion/contraction, and search methods are explained with worked examples and option effects. - **The genetic algorithm is explained from terminology up** (Middle): fitness, individuals, populations, diversity, selection, mutation, and crossover are built progressively, then extended to constrained and mixed-integer problems. - **Performance tuning is part of the workflow** (Middle): caching, vectorizing objective/constraint functions, and parallel evaluation of ODEs or stochastic objectives are covered as practical speedups. - **Options drive behavior more than defaults suggest** (throughout): each solver section includes "effects of options" material—read these to understand why results change. 【Reading Tips】 - **Skim the front matter and revision history**; jump straight to the solver-selection chapter (~12%) to orient yourself. - **Deep-read the GlobalSearch/MultiStart chapter** if you have multi-modal problems—it is the most complete workflow in the excerpts. - **Treat solver chapters as task-based references**: read pattern search for nonsmooth problems, genetic algorithm for discrete/mixed-integer or highly irregular landscapes. - **Don't skip the "effects of options" and reproducibility sections**—they explain the results you'll actually get. - **Watch for hard spots**: vectorized constraints, feasibility maintenance in ga options, and parallel random-number streams are the trickiest passages. 【Coverage Limits】 This guide is based on stratified excerpts covering roughly the first half of the manual (setup, GlobalSearch/MultiStart, pattern search, and genetic algorithm). Later solver chapters and the function reference are not represented, so specifics there are not summarized.
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he Program and Documentation, unused, to The MathWorks, Inc. Trademarks MATLAB and Simulink are registered trademarks of The MathWorks, Inc. See www.mathwork...
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. . . . 3-16 Optimize by Calling run . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-16 Example of Run with GlobalSearch . . . ....
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ds and More Start Points . . . . . . . . . . . . . . . . . . 3-90 MultiStart with Bounds and Many Start Points . . . . . . . . . . . . . . . . . . . . 3-90 M...
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. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-9 Fitness Values and Best Fitness Values . . . . . . . . . . . . . . . . . . . . . . . . . . 5-...
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. . . . . . . . . . 5-101 Vectorize the Fitness Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-103 Vectorize for Speed . . . ....
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. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-13 Update archive and iterates Structures . . . . . . . . . . . . . . . . . . . . . . . . . . 9...
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. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11-38 Multiobjective Options . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ....
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rove a solution by applying a second solver after the first. Key Features • Surrogate solver for problems with lengthy objective function execution times and...
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Publisher: The MathWorks, Inc.
Publish Year: 2020
Language: English
Pages: 878
File Format: PDF
File Size: 9.4 MB
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