MATLAB: Genetic Algorithm and Local Optimization Options

Question

Hi Everybody,

I have an issue with optimization procedure. I got a function which requires the optimization of 19 free variables to fit a wide range of experimental data. As it is, I am running first a global optimization based on the genetic algorithm application to avoid local minima, followed by a local optimization of such nvars (and using the output of the g.a. as initial guess of my fmincon local optimization).

I would like to check the evolution of my 19 variables within the optimization, separately one from the other. As it is built in MatLab I can only acces the final value of my Objective Function on a plot, but non for specific nvar. I could somehow do this with previous Matlab requests/answers, but as it is these methods created 1 excel file every iteration for every variable. In my case this means 19variables*(>)10000iteration=non feasible solution.

Can you please help me solve this problem?

Thank you very much

Answer 1

I'm not sure exactly what would satisfy you. Do you want 19 plot functions to run, one for each variable? Or maybe you'd like 19 text files of values? Whatever you want, you can get it using a custom plot function or custom output function for the ga portion of your procedure. For the fmincon portion, you'll need custom plot or output functions in a different syntax.

Good luck,

Alan Weiss

MATLAB mathematical toolbox documentation