fminsearch does not minimize my function

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Saad 2011-8-4

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回答： John D'Errico 2023-2-9

Dear all,

I am using fminsearch to minimize a function with 7 parameters..the function is very long. Fminsearch doesnt converge, each time it iterates the value of the function doesnt change (it doesnt minimize). Any ideas where the problem is?

Thanks a lot

Saad

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Answer 1

John D'Errico 2023-2-9

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Probable user error. Various possibilities exist, the most common are:

Your function is improperly coded, so it does not do what you think it does. Yeah, like nobody ever does that.
Your function is not smooth, and is possibly locally constant. Too often we see cases where something was done to make the objective function discrete in some way. Perhaps internal rounding is done somehow.
Your starting values are such that the start point is in a region where the function is numically constant, to within the tolerances provided.