You could refer to Matlab optimization toolbox in which many gradient (and non-gradient based are available. CMA-ES is an evolutionary algorithm and is not a local search algorithm. regards, Behrouz

You could refer to Matlab optimization toolbox in which many gradient (and non-gradient based are available. CMA-ES is an evolutionary algorithm and is not a local search algorithm. regards, Behrouz

Hi Behrouz,

Yes, I´ve been using the MATLAB optimization toolbbox, there I found Neder-Mead and Pattern Search.

I´m glad you mention CMA-ES. I know it is an evolutionary algorithm, it even uses a population of solutions to explore the search space, but on some paper such as "MA-SW-Chains: Memetic algorithm based on local search chains for large scale continuous global optimization" it is refered as a local search method. How would you explain this?

Thanks

Sonia

You can look to this web site:

https://www.lri.fr/~hansen/cmaes_inmatlab.html

This site provides implementations of the CMA-ES and links to libraries that contain such implementations.

Regards,

Amin.

Dear Sonia

I have worked with Cuckoo-Search and Bat-Algorithm(BAT) and they have been providing interesting results. If you are interested, you can get further information through google or by getting in touch with me.

Regards,

Wesley

You have already received some very good cooments but if you need an efficient algorithm for local optimization you should use gradient base methods.

Of couse if your function is not differentiable or affect by noise evolutionary methods provide good results.

Genetics algorithms and methods derived from them are generally more computational demanding.

Regards

Edoardo

MATLAB 12 and above versions are having facility to handle mix-integer variables. Type the following in MATLAB command window to learn more about it:

help ga

One example is there. Try to solve it. It will help you a lot in learning.