optimization code for a project

hello

I have a project on optimization. The objective function isn't complicated, but there are 6 design variables. I can't use the optimization toolbox because the professor asked us to write the code ourselves! which optimization algorithm do you suggest? I need you help in suggesting the simplest approach!!

Thanks a lot,

Answer 1

[Jan]

The question is very funny. I'm convinced that your professor does not only want you to implement the method, but the decision for the method is important also. Therefore I will definitely not steal this important part of your work.

There is not general "best" or "simplest" approach, because the optimization methods depend on the model, which is optimized. A lot of models can be solved by brute force methods, e.g. when your 6 variables are coins of different value and you want to get a certain sum. Then implementing a smart algorithm might be interesting, but this is not useful because you can test all possible combinations in a very short time.

If you have a non-linear system with a lot of local minima and have to find a global minimum, a completely different algorithm is required. It matters if you can provide the derivative and if so, how expensive this is. The system can be instable or contain a stiff ODE. Perhaps some of the variables have integer values only or there are some limits and the computation of infeasible solutions is impossible. Sometimes a simulated annealing is very efficient, of a genetic algorithm. Monte-Carlo-methods are very attractive sometimes. There is no general solution and a not matching suggestion might be "simple" but useless.

If you really do not have any idea, be bold enough to ask your professor. Offer some different ideas and demonstrate, that you are dedicated.

[B]

Thanks for your answer Jan! I agree that there is no general answer for my question. However, there might be some methods which are more favorable than others interms of convergence while dealing with a multi-variable optimization problem.

In fact my professor has not assigned the project, I picked the project from the internet. If you are interested, I can happily send you the the link. I wanted to do something in optimization and the professor isn't involved in anything! I believe that he himself has never done anything related to optimization. Most of my classmates decided to pick an available project from the internet (any topic is accepted!). I was bold enough to do the work myself, to raise such question on mathworks, and to reply to your answer "honestly".