how does fmincon work

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Hi fellows,

Do you understand how does fmincon work exactly? I can not find a documentation in the HELP. It seems they are all just about how to set up the optimization problem. I would like to see an example of demonstration that how it finds a local minimum. It will include the searching path with respect to a particular start point. And especially how it stops with respect to the tolerances. I would be really grateful if you can show me that or tell me how to do that.

Thanks! :)

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Answer 1

Matt J 2014-1-6

在 MATLAB Online 中打开

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It seems they are all just about how to set up the optimization problem. I would like to see an example of demonstration that how it finds a local minimum.

"doc fmincon" does contain an example that includes not just setting up the optimization problem, but also running fmincon itself and obtaining a solution.

And especially how it stops with respect to the tolerances.

By default, fmincon will print messages saying what stopping tolerance was met. Calling fmincon with additional output arguments is also a way to obtain further information,

[x,fval,exitflag,output] = fmincon(...)

It will include the searching path with respect to a particular start point.

If you mean you want intermediate iterations saved, that is a more advanced thing that requires the 'OutputFcn' option. This link gives an example of how to do it, though,

http://www.mathworks.com/help/matlab/math/output-functions.html#bsgpq6q-31