init

FOTF Toolbox/fmincon_global.m

@@ -0,0 +1,19 @@
+function [x,f0]=fmincon_global(f,a,b,n,N,varargin), f0=Inf;
+% fmincon_global - a possible global solver for constrained optimization problems
+%
+%   [x,f0]=fmincon_global(f,a,b,n,N,varargin)
+%   
+%   f - the objective function
+%   (a,b) - the interval for the decision variables
+%   n - the number of decision variables
+%   N - the number of runs of fmincon function
+%   x, f0 - the optimal decision variable and objective function
+
+% Copyright (c) Dingyu Xue, Northeastern University, China
+% Last modified 28 March, 2017 
+% Last modified 18 May, 2022 
+   for i=1:N
+      x0=a+(b-a).*rand(n,1); [x1,f1,key]=fmincon(f,x0,varargin{:}); 
+      if key>0 && f1<f0, x=x1; f0=f1; end
+   end
+end