20 lines
688 B
Matlab
20 lines
688 B
Matlab
function [x,f0]=fmincon_global(f,a,b,n,N,varargin), f0=Inf;
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% fmincon_global - a possible global solver for constrained optimization problems
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%
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% [x,f0]=fmincon_global(f,a,b,n,N,varargin)
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%
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% f - the objective function
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% (a,b) - the interval for the decision variables
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% n - the number of decision variables
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% N - the number of runs of fmincon function
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% x, f0 - the optimal decision variable and objective function
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% Copyright (c) Dingyu Xue, Northeastern University, China
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% Last modified 28 March, 2017
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% Last modified 18 May, 2022
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for i=1:N
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x0=a+(b-a).*rand(n,1); [x1,f1,key]=fmincon(f,x0,varargin{:});
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if key>0 && f1<f0, x=x1; f0=f1; end
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end
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end
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