Non-smooth (and possibly non-convex) optimization in MATLAB
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Hi,
I am trying to find a good solver for a rather difficult optimization problem. As per the title, it's not very well defined -- I am uncertain, but suspect the problem is non-smooth and non-convex.
I am not looking for global solutions, just reasonable ones.
I am currently using the patternsearch optimizer/solver from the MATLAB Global optimization toolbox. It is yielding reasonable results, however I am looking for something better. It would either have to give results faster, or be able to give better extrema. Better computational efficiency is the more desired of the two at the moment though.
Any suggestions what to use?
I've tried the recommended solvers from the optimization toolbox in MATLAB, as well as in the process of testing this one out:
Thank you to all who reply!
-- Stefan
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