MATLAB: I am using Genetic Algorithm where decision variable are integers. I am getting exitflag 1 with average change in penalty function value. But this is not a optimal solution as other manual solution has objective fuction value compare to this. why.

genetic algorithm

The solution i am getting is not optimal because when i am putting standard value of decision variable i am getting less value of objective function compare to the optimal solution. why is this happening.?

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Only linprog and quadprog can promise global minima.

fmincon, fminsearch, ga, patternsearch, particleswarm, simulated annealing, gamultiobj, and all of the techniques such as MultiStart can get stuck in local minima.

The output of ga is seldom the global minima, and might not even be the local minima (the HybridFcn option is there to improve the local minima)

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MATLAB: Fmincon exitflag=5

That exit status means that it found a feasible point (according to the constraints) where the surface was flat to within the tolerance option. There might be a better point but the search algorithm cannot tell which direction it might lie in.

Please remember that fmincon never promises the optimal solution, just a local optimum. You need the tools from the Global Optimization Toolbox for global optimums.

MATLAB: GA calculates wrong penalty

To answer your second question first, if you set a problem structure as documented then you can call ga by

[x,fval] = ga(problem)

For your first question, you can see the description of the penalty function in Integer ga algorithm. What I was trying to say is that your initial point might be infeasible, and then the penalty function is higher than the fitness function.

For the documentation on passing extra parameters, see Passing Extra Parameters.

Good luck,

Alan Weiss

MATLAB mathematical toolbox documentation

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MATLAB: Fmincon exitflag=5

MATLAB: GA calculates wrong penalty

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