MATLAB: Setting start points for MultiStart

Question

Hello,

I am trying to use MultiStart to optimise a high-dimensional function. I have a set of start points I'd like to feed into MultiStart, called "Start_Points". Start_Points is an n by m matrix, where each of the n rows is a different start point, and each start point is a length m vector. The Matlab documentation says I should first create a "problem". I do this as follows:

problem = createOptimProblem('fmincon','x0',Start_Points,'objective',……

But then I have to specify the start points again when running MultiStart. It says to do this as follows:

tpoints = CustomStartPointSet(Start_Points);

I then run MultiStart using:

run(ms,problem,tpoints);

But the following error is returned:

"Error using MultiStart/run (line 228) RUN expects CUSTOMSTARTPOINTSETS to have the same dimension as x0."

I tried to keep 'x0' empty in defining the problem, but this isn't allowed. If I make 'x0' a 1 by m vector then it runs without error (i.e. if I give it a single start point), but I want to give it multiple start points.

I guess my main questions are: What is the different between x0 and tpoints? When using MultiStart, does it just ignore x0 and use tpoints instead?

Thanks,

Paul

Answer 1

Set Start Points for MultiStart describes how to set start points for MultiStart.

You have the wrong idea about what x0 represents. x0 is supposed to be a single start point, a 1-by- m vector. MultiStart runs the multiple start points in tpoints, you do not set the multiple start points in x0.

Alan Weiss

MATLAB mathematical toolbox documentation