User manual MATLAB GLOBAL OPTIMIZATION TOOLBOX RELEASE NOTES

[. . . ] Other product or brand names may be trademarks or registered trademarks of their respective holders. Patents The MathWorks products are protected by one or more U. S. Please see www. mathworks. com/patents for more information. Contents Summary by Version . Version 3. 0 (R2010a) Global Optimization Toolbox Software . Version 2. 4. 2 (R2009b) Genetic Algorithm and Direct Search Toolbox Software . [. . . ] Fixed Bugs and Known Problems No Related Documentation at Web Site Printable Release Notes: PDF Current product documentation · "Toolbox Renamed and Expanded" on page 4 · "New GlobalSearch and MultiStart Solver Objects" on page 5 · "New patternsearch Poll Method" on page 6 · "New Demo" on page 6 · "threshacceptbnd Function Removed" on page 6 Toolbox Renamed and Expanded Former Genetic Algorithm and Direct Search ToolboxTM functions are now part of Global Optimization Toolbox software. Compatibility Considerations Error and warning IDs now use the globaloptim name instead of the gads name. For example, to turn off the sahybrid:unconstrainedHybridFcn warning, instead of warning('off', 'gads:sahybrid:unconstrainedHybridFcn') use the statement warning('off', 'globaloptim:sahybrid:unconstrainedHybridFcn') 4 Version 3. 0 (R2010a) Global Optimization Toolbox Software New GlobalSearch and MultiStart Solver Objects GlobalSearch and MultiStart run a local solver (such as fmincon) from a variety of start points. The goal is to find a global minimum, or multiple local minima. The chief differences between the solver objects are: · GlobalSearch uses a scatter-search mechanism for generating start points. MultiStart uses uniformly distributed start points within bounds, or user-supplied start points. · GlobalSearch analyzes start points and rejects those that are unlikely to improve the best local minimum found so far. · MultiStart gives a choice of local solver: fmincon, fminunc, lsqcurvefit, or lsqnonlin. · MultiStart can be run in parallel, distributing start points to multiple processors. These solver objects come with a variety of new objects, functions, and methods: · createOptimProblem -- Function for creating optimization problem structure · CustomStartPointSet and RandomStartPointSet -- Objects for MultiStart multiple start points · GlobalOptimSolution -- Object for holding results of multiple runs of local solver · list -- Method for obtaining start points from a CustomStartPointSet or RandomStartPointSet · run -- Method for running GlobalSearch or MultiStart objects with optimization problem structures For more information, see "Using GlobalSearch and MultiStart" in the Global Optimization Toolbox User's Guide. 5 Global Optimization Toolbox Release Notes New patternsearch Poll Method A new poll method generates search directions faster and more reliably in patternsearch for linearly constrained problems. Use this poll method at the command line by setting the PollMethod option to 'GSSPositiveBasis2N' or 'GSSPositiveBasisNp1' with psoptimset. With the Optimization Tool, set Options > Poll > Poll method to GSS Positive basis 2N or GSS Positive basis Np1. For more information, see "Poll Options" in the Global Optimization Toolbox User's Guide. New Demo There is a new demo showing how to use GlobalSearch and MultiStart to find a global optimum or several local optima. Run the demo at the MATLAB command line by entering echodemo opticalInterferenceDemo. threshacceptbnd Function Removed The threshacceptbnd function has been removed. Compatibility Considerations Use simulannealbnd for similar functionality. To obtain results using a threshold acceptance algorithm, write a custom acceptance function for simulannealbnd--see AcceptanceFcn in "Algorithm Settings". 6 Version 2. 4. 2 (R2009b) Genetic Algorithm and Direct Search ToolboxTM Software Version 2. 4. 2 (R2009b) Genetic Algorithm and Direct Search Toolbox Software This table summarizes what's new in Version 2. 4. 2 (R2009b). New Features and Changes Yes Details below Version Compatibility Considerations Yes­Details labeled as Compatibility Considerations, below. Fixed Bugs and Known Problems No Related Documentation at Web Site Printable Release Notes: PDF Current product documentation threshacceptbnd Function Deprecated The threshacceptbnd function will be removed in a future release. Compatibility Considerations The threshacceptbnd function now warns that it will be removed in a future release. Use simulannealbnd for similar functionality. To obtain results using a threshold acceptance algorithm, write a custom acceptance function for simulannealbnd--see AcceptanceFcn in "Algorithm Settings". 7 Global Optimization Toolbox Release Notes Version 2. 4. 1 (R2009a) Genetic Algorithm and Direct Search Toolbox Software This table summarizes what's new in version 2. 4. 1 (R2009a): New Features and Changes No Version Compatibility Considerations No Fixed Bugs and Known Problems Bug Reports Includes fixes Related Documentation at Web Site None New Demo There is a new demo showing graphically how patternsearch works. To see the demo, enter echodemo mtwashdemo at the MATLAB command line. 8 Version 2. 4 (R2008b) Genetic Algorithm and Direct Search ToolboxTM Software Version 2. 4 (R2008b) Genetic Algorithm and Direct Search Toolbox Software This table summarizes what's new in version 2. 4 (R2008b): New Features and Changes Yes Details below Version Compatibility Considerations No Fixed Bugs and Known Problems No Related Documentation at Web Site None Optimization Tool Enables Parallel Functionality You can now access built-in parallel functionality in Optimization Tool for relevant Genetic Algorithm and Direct Search Toolbox solvers. The new default behavior is to use gacreationlinearfeasible when there are linear constraints, and gacreationuniform when there are bounds or no constraints. New Default StallTimeLimit Option = Inf in Genetic Algorithm The default value of StallTimeLimit in ga used to be 20. It was changed to Inf in order to avoid time-outs when using computationally intensive fitness functions. Compatibility Considerations Change StallTimeLimit to 20 using gaoptimset to get the previous behavior. 11 Global Optimization Toolbox Release Notes Version 2. 2 (R2007b) Genetic Algorithm and Direct Search Toolbox Software This table summarizes what's new in version 2. 2 (R2007b): New Features and Changes Yes Details below Version Compatibility Considerations No Fixed Bugs and Known Problems Bug Reports Includes fixes Related Documentation at Web Site None New features and changes introduced in this version are described here: · "Multiobjective Optimization with Genetic Algorithm" on page 12 · "Multiobjective Optimization with Genetic Algorithm and Custom Data Types" on page 13 · "Hybrid Multiobjective Optimization Combining Genetic Algorithm with Optimization Toolbox" on page 13 · "Vectorized Function Inputs with Nonlinear Constraints" on page 13 · "New Demos" on page 13 Multiobjective Optimization with Genetic Algorithm Multiobjective optimization, with linear and bound constraints, is now available through the new function gamultiobj. This function determines optimal Pareto fronts from specified criteria, including Pareto fronts that are nonconvex, disconnected, or both. Optimization Toolbox also contains multiobjective functionality, but cannot reliably generate optimal Pareto fronts if these are nonconvex or disconnected. [. . . ] For more information on obtaining and using the conversion function, see this technical support solution. 18 Version 2. 0. 1 (R2006a) Genetic Algorithm and Direct Search ToolboxTM Software Version 2. 0. 1 (R2006a) Genetic Algorithm and Direct Search Toolbox Software This table summarizes what's new in version 2. 0. 1 (R2006a): New Features and Changes No Version Compatibility Considerations No Fixed Bugs and Known Problems Bug Reports Includes fixes Related Documentation at Web Site None 19 Global Optimization Toolbox Release Notes Version 2. 0 (R14SP3) Genetic Algorithm and Direct Search Toolbox Software This table summarizes what's new in version 2. 0 (R14SP3): New Features and Changes Yes Details below Version Compatibility Considerations No Fixed Bugs and Known Problems Bug Reports Includes fixes Related Documentation at Web Site None New features and changes introduced in this version are organized by these topics: · "Both the Genetic Algorithm and the Pattern Search Algorithm Now Accept Nonlinear Constraints" on page 20 · " Direct Search Now Implements Two Algorithms -- Generalized Pattern Search Algorithm (GPS) and Mesh Adaptive Search Algorithm (MADS)" on page 21 · " New Options Available in the Genetic Algorithm" on page 21 · " New Options Available in the Pattern Search Algorithm" on page 22 · "New Demos" on page 22 Both the Genetic Algorithm and the Pattern Search Algorithm Now Accept Nonlinear Constraints Previously, the genetic algorithm solver only solved unconstrained optimization problems, and the pattern search solver solved unconstrained optimization problems as well as those with linear constraints and bounds. Now, both solvers have to ability to solve general nonlinear optimization problems with linear constraints, bounds, and nonlinear constraints by accepting a nonlinear constraint function. The M-file for the nonlinear constraint function is accepted as an input argument at the command line for both the ga and patternsearch functions, as well as in the Constraints panel of psearchtool and gatool. 20 Version 2. 0 (R14SP3) Genetic Algorithm and Direct Search ToolboxTM Software Direct Search Now Implements Two Algorithms -- Generalized Pattern Search Algorithm (GPS) and Mesh Adaptive Search Algorithm (MADS) The GPS algorithm is the pattern search algorithm implemented in previous versions of the toolbox. The MADS algorithm is a modification of the GPS algorithm. [. . . ]