MATLAB: Using the best optimizer for a simulation

Global Optimization ToolboxMATLABoptimizationOptimization Toolboxpatternsearchsimulation

Hi, I need help deciding on which optimizer may be best for my purposes. I'm running a simulation that depends on 30 variables (I've been optimizing to 9 just in the interest of time) and is being fit to a data set from a paper. There are no constraints and I've been using patternsearch in order to find the most suitable variables, am I on the right track?

Best Answer

Probably not. You are doing nonlinear least squares. The algorithms used for fit() from the curvefitting toolbox are pretty efficient if you can happen to get within the basin of attraction. Sometimes the most efficient approach is to run fit() multiple times with different InitialPoint values in the options structure.