patternsearch - ignoring TolFun

Question

William 2011-10-19

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/18665-patternsearch-ignoring-tolfun

I have a detailed function which I'm trying to optimise. The first step is to use patternsearch from the global optimisation toolbox. Within the options structure I've passed in parameter values TolX = 0.01 and TolFun = 0.01. I've verified that these are indeed the values within the option structure at the point where patternsearch is called. However, this is the information it then outputs:

Iter     f-count          f(x)      MeshSize     Method
      1   2.78578e-007             1      
      2   2.78578e-007           0.5     Refine Mesh
      6   2.78578e-007          0.25     Refine Mesh
     10   2.78578e-007         0.125     Refine Mesh
     14   2.78578e-007        0.0625     Refine Mesh
     18   2.78578e-007       0.03125     Refine Mesh
     21   1.56899e-007        0.0625     Successful Poll
     25   1.56899e-007       0.03125     Refine Mesh
     30   1.56899e-007       0.01563     Refine Mesh
     35     5.555e-008       0.03125     Successful Poll
     39     5.555e-008       0.01563     Refine Mesh
     44     5.555e-008      0.007813     Refine Mesh
Optimization terminated: change in X less than options.TolX.

The values of f(x) (let alone the changes in f(x)) are well below the tolerance level, but the optimisation doesn't terminate until TolX is breached. Does anyone have any ideas as to why this would be the case?