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I have a function 'F' which has five input variables p1,p2,p3,p4,p5.

Each one of the variable from p1 to p5 can have values from the sets S1,S2,S3,S4 and S5 respectively.

S1,S2,S3,S4 and S5 are subsets of {A,B,C,D,E,F}

Now my aim is to minimise the function 'F' for specific combination of values from p1 to p5.

I am thinking that its a discrete optimisation problem. I am thinking of taking all the combination of these five variables and find the minimum for each and then find the solution. But I think its not the smart way. I want to use genetic algorithm or some other optimisation technique.

Can anyone give some suggestion for this problem.

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  • $\begingroup$ The domain of F has at most 6^5 = 7776 elements. To find the minimum value of F, you can evaluate it for all domain elements. Applying tricks to avoid all evaluations is only sensible once we know more about F. $\endgroup$ – Maarten Hilferink Apr 11 '15 at 23:55

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