MATLAB: Optimization problem

Question

Hi, I try to get the minimum of a function which is defined at discrete points (i,j – integers). The simplest example would be to get the indices i, j which minimize the sum: sum(f(i:j)) Is there an optimization function in Matlab which deals with functions defined on discrete sets?

Thanks,

Razvan

Answer 1

Hi,

You could try the genetic algorithm solver, ga, in the Global Optimization Toolbox. It is possible to specify integer constraints to the ga solver.

For more information see the documentation. There is also a video example and another example available on the MathWorks website.

Hope this helps.

Best regards,

Paul