I need a nonlinear solver for optimizing a given function. I tried the inbuilt solvers for Excel and OpenOffice. The problem is Excel gives me only the local maximal and not the global one. OpenOffice has a very small step and take too much time.
I'll give a try to Matlab's "Global Optimization Toolbox". I dont know if it could take more than 2 variables.
Please if you know a good solver/optimizer gimme a shout. Thanks in advance
The general answer is that no nonlinear solver can give you the global optimum. Most nonlinear solvers will give you a local optimum. In theory you could combine with some sort of generic algorithm, which would increase your chances of finding the global optimum (which is what I suspect Matlab does).
However, it would be easier to answer your question if you told us more about the function. It could for example be that the function is a concave/convex function, in which case a nonlinear solver will give you the global optimum.
Thank you for the answer, Erik. I dont know what a concave/convex function is, since min(f)==max(-f). The thing is, my function have a multiple extremes and I dont know how much exactly. There are more than 20 variables in it.
All the tutorials I've seen for MatLab are with one or two variables. How can I pass more into the MatLab function?