Advanced Options Dialog Box

The Advanced Options dialog box contains the following options:

Derivative estimation

Controls the method used to compute approximate first partial derivatives.

Variable estimation

Controls the method used to estimate initial values at the beginning of each search.

Linear variable check

Saves time by recognizing whether all the unknown variables occur linearly in all the constraints and assumes that first partial derivatives with respect to these variables are constant.

Use this option only if you know that nonlinearly occurring variables do not appear to change linearly.

Multistart

Makes the nonlinear solver attempt to find a global maximum or minimum within the feasible region, rather than merely a local one.

Evolutionary

Finds good, though not necessarily optimal, solutions for problems where "classical" gradient methods are not sufficient. "Classical" gradient methods assume that the problem functions (objective and constraints) are smooth functions of the variables (that is, the gradients of these functions are everywhere continuous); the ability to converge to a local optimum depends on this assumption. In problems with non-smooth or even discontinuous functions, these methods often have difficulty reaching a solution. In such problems, the Evolutionary option, which makes no assumptions about the problem functions, can often help you find a good solution.

Even in smooth nonlinear problems, the "classical" gradient methods only find a locally optimal solution, and may miss a better solution far from the starting point you provide. The Evolutionary option gives you a much better chance of finding the globally optimal solution in such problems.

Notes: