Using global optimization Matlab toolbox and genetic algorithm to minimize black-box function
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Pawel Labedzki
on 22 Sep 2023
Commented: Pawel Labedzki
on 22 Sep 2023
I have following function:
function w = objective_function(a,b,c,d)
function w = rh(t,y)
w = [y(2);6*cos(9*t) - 10*sin(3*t) - a*y(1) - b*(1-y(1)^2)*y(2)];
end
t = linspace(0,20,20000);
[t,y] = ode45(@rh,t,[c;d]);
u = 2*sin(3*t);
w = norm(y(:,1)-u,Inf)/norm(u,Inf);
end
and I would like to find its minimum using genetic algorithm and globaloptimization toolbox, so I wrote following script:
a = optimvar("a","LowerBound",0,"UpperBound",10);
b = optimvar("b","LowerBound",0,"UpperBound",10);
c = optimvar("c","LowerBound",-5,"UpperBound",5);
d = optimvar("d","LowerBound",-5,"UpperBound",5);
prob = optimproblem("Objective",objective_function(a,b,c,d));
options = optimoptions("ga","PlotFcn","gaplotbestf");
rng default
[sol,fval] = solve(prob,"Solver","ga","Options",options)
and I got following error when I run it:
Error using superiorfloat
Inputs must be floats, namely single or double.
Error in odearguments (line 114)
dataType = superiorfloat(t0,y0,f0);
Error in ode45 (line 104)
odearguments(odeIsFuncHandle,odeTreatAsMFile, solver_name, ode,
tspan, y0, options, varargin);
Error in objective_function (line 13)
[t,y] = ode45(rh,[0,10],[c;d]);
Error in script (line 6)
prob = optimproblem("Objective",objective_function(a,b,c,d));
How to fix this problem?
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Accepted Answer
Torsten
on 22 Sep 2023
Edited: Torsten
on 22 Sep 2023
rng default
a = optimvar("a","LowerBound",0,"UpperBound",10);
b = optimvar("b","LowerBound",0,"UpperBound",10);
c = optimvar("c","LowerBound",-5,"UpperBound",5);
d = optimvar("d","LowerBound",-5,"UpperBound",5);
obj = fcn2optimexpr(@objective_function,a,b,c,d)
prob = optimproblem("Objective",obj);
%[x0.a,x0.b,x0.c,x0.d] = deal(1,1,1,1);
options = optimoptions("ga","PlotFcn","gaplotbestf");
show(prob)
[sol,fval] = solve(prob,"Solver","ga","Options",options)
%[sol,fval] = solve(prob,'x0',x0)
function w = objective_function(a,b,c,d)
function w = rh(t,y)
w = [y(2);6*cos(9*t) - 10*sin(3*t) - a*y(1) - b*(1-y(1)^2)*y(2)];
end
t = linspace(0,20,20000);
[t,y] = ode45(@rh,t,[c;d]);
u = 2*sin(3*t);
w = norm(y(:,1)-u,Inf)/norm(u,Inf);
end
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