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Optimization: which function is better for my case?

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Matteo Iannitelli
Matteo Iannitelli 2015-9-18
关闭： MATLAB Answer Bot 2021-8-20
I have to perform an optimization with 3 inputs over a cost function. The 3 inputs have precise boundaries and stay around 1. I have tried:
- fminbnd, but it seems to not accept vector x;
- fmincon, but it shows me an error (see figure below);
- fminsearch, which has a good performance, but of course the result doesn't satifies every time the constraint.
Do you have suggestions?

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回答（2 个）

Kirby Fears
Kirby Fears 2015-9-18
编辑：Kirby Fears 2015-9-18
From the fmincon screen shot, you didn't get any errors - just a warning. It's more of a notification.
fmincon is the way to go. Go through the documentation carefully to insure that you're supplying inputs as intended. Keep an eye on setting the tolerances and boundaries appropriately.
Abdelmoumen Bacetti
Abdelmoumen Bacetti 2015-11-29
It would be better if you can provide some code.
From the output, and regarding the narrow interval of your variables, I suspect that your cost function is constant or the step size is not small enough to allow the algorithm find a decreasing direction.
If you had chosen a small step, make sure that your function is convex in the interval by plotting it.

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