Date: Aug 20, 2013 10:20 AM
Subject: Re: Error running fminsearch
"Josef" wrote in message <email@example.com>...
> Thank you very much. The problem is that although the program is now running, it is far from finding the actual solution. It always gets stuck at a local minima. Does anyone have an idea which solver works better?
> The problem is a system of some 6-8 equations (depends on specification), and there is no easy way of updating the variables in order to find the solution mechanically. This is why I tried with some solver in the first place. Apparently it does not do any better...
> Any help would be greatly appreciated.
I did not look at your code in detail, but I guess that the function you try to minimze is far from being smooth.
Fminsearch and all other codes for continuous optimization only work for differentiable functions.
Maybe you can formulate your problem as a mixed-integer problem and use a solver adequate for this problem type.