How to use GlobalSearch to find global minimum

Hi,

I have successfully used fmincon to find a solution to my optimization problem. The solution is a local minimum (but could be global).

Now I want to find the global minimum. I have seen the procedure in MATLAB documentation, but when I try to write

>> help globalsearch

globalsearch not found.

Do I need to downlaod anything to run global search? my version is MATLAB R2019b.

Thanks

Answer 1

[Stephan]

Try the following:

ver

Its output should look somehow like this:

>> ver
-----------------------------------------------------------------------------------------------------
MATLAB Version: 9.7.0.1190202 (R2019b)
MATLAB License Number: ********
Operating System: Microsoft Windows 7 Professional  Version 6.1 (Build 7601: Service Pack 1)
Java Version: Java 1.8.0_202-b08 with Oracle Corporation Java HotSpot(TM) 64-Bit Server VM mixed mode
-----------------------------------------------------------------------------------------------------
MATLAB                                                Version 9.7         (R2019b)
Global Optimization Toolbox                           Version 4.2         (R2019b)
Optimization Toolbox                                  Version 8.4         (R2019b)
Statistics and Machine Learning Toolbox               Version 11.6        (R2019b)
Symbolic Math Toolbox                                 Version 8.4         (R2019b)
...
All the toolboxes you have installed

If you do not find Global Optimization Toolbox here, install it or buy a license for it and then install it. A working and correct installation of this toolbox would lead to the following result:

>> help globalsearch
--- globalsearch not found. Showing help for GlobalSearch instead. ---

 GlobalSearch A scatter-search based global optimization solver. 
    A GlobalSearch object presents a solver that attempts to locate the
    solution with lowest objective function value. GlobalSearch solver
    first generates trial points employing a Scatter Search method. These
    trial points are then filtered and fmincon is started from each of the
    filtered points.
 
    GS = GlobalSearch constructs a new global search optimization solver
    with its properties set to defaults.
 
    GS = GlobalSearch(PROP, VAL, ...) specifies a set of property-value
    pairs that are applied to the global search optimization solver before
    creating it.
 
    GS = GlobalSearch(OLDGS, PROP, VAL, ...) creates a copy of the
    GlobalSearch solver OLDGS. GS will have the named properties altered
    with the specified values.
 
    GS = GlobalSearch(MS) constructs a new GlobalSearch solver and copies
    the common parameter values in the multi-start solver MS into the new
    solver GS.
 
    GlobalSearch properties:
        Display                 - content level of display
        FunctionTolerance       - minimum distance between two separate 
                                  objective function values
        XTolerance              - minimum distance between two separate 
                                  points 
        MaxTime                 - time allowed to run the solver
        StartPointsToRun        - additional filter for Stage 2 start 
                                  points     
        OutputFcn               - user-defined output functions
        PlotFcn                 - functions to plot solver progress
        NumTrialPoints          - number of trial points analyzed
        BasinRadiusFactor       - factor to determine the amount of 
                                  decrease in the basin radius
        DistanceThresholdFactor - factor to tune the effect of the distance
                                  filter
        MaxWaitCycle            - maximum number of consecutive points 
                                  analyzed before a threshold increase or 
                                  a basin of attraction decrease
        NumStageOnePoints       - number of trial points analyzed in Stage 1                               
        PenaltyThresholdFactor  - factor to determine the update amount in 
                                  the threshold for rejecting trial points                       
 
    GlobalSearch method:
        run             - search for the best solution of a given
                          optimization problem
 
    Typical workflow to run the GlobalSearch solver:
    ==============================================
    1. Set up the PROBLEM structure
        PROBLEM = createOptimProblem('fmincon','objective',...)
    2. Construct the GlobalSearch solver
        GS = GlobalSearch
    3. Run the solver 
        run(GS,PROBLEM)
 
    Example:
       Run global search on the optimization problem 
          minimize peaks(x, y); subject to 
                    (x+3)^2 + (y+3)^2 <= 36,
                    -3 <= x <= 3 and  
                    -3 <= y <= 3.
 
       Specify the first constraint in a MATLAB file function such as
          function [c,ceq] = mycon(x)
          c = (x(1)+3)^2 + (x(2)+3)^2 - 36;
          ceq = [];
 
       Implement the typical workflow
          problem = createOptimProblem('fmincon','objective', ...
          @(x) peaks(x(1), x(2)), 'x0', [1 2], 'lb', [-3 -3], ...
          'ub', [3 3], 'nonlcon', @mycon)
          gs = GlobalSearch
          [x, f] = run(gs, problem)
 
    See also MultiStart

    Documentation for GlobalSearch

If you have a license and you already installed it try:

    which GlobalSearch

which should give an output like:

...\MATLAB\R2019b\toolbox\globaloptim\globaloptim\GlobalSearch.m  % GlobalSearch constructor

If you dont have this as result install the toolbox again. If it then still does not work you should contact TMW Service to help you solving the issue.

[Ahmed Ghamdi]

Thanks!

MATLAB                                                Version 9.7         (R2019b)
Simulink                                              Version 10.0        (R2019b)
Control System Toolbox                                Version 10.7        (R2019b)
Curve Fitting Toolbox                                 Version 3.5.10      (R2019b)
DSP System Toolbox                                    Version 9.9         (R2019b)
Data Acquisition Toolbox                              Version 4.0.1       (R2019b)
Image Processing Toolbox                              Version 11.0        (R2019b)
Instrument Control Toolbox                            Version 4.1         (R2019b)
Optimization Toolbox                                  Version 8.4         (R2019b)
Signal Processing Toolbox                             Version 8.3         (R2019b)
Simulink Control Design                               Version 5.4         (R2019b)
Statistics and Machine Learning Toolbox               Version 11.6        (R2019b)
Symbolic Math Toolbox                                 Version 8.4         (R2019b)

I guess I don't have global optimization toolbox.