FunctionTolerance parameter has no effect on fmincon - is it a bug?
显示 更早的评论
The FunctionTolerance parameter specified with the optimoptions function has no effect on the fmincon solver. Here is an example:
options = optimoptions(@fmincon, 'FunctionTolerance', 1, 'Display', 'iter');
fmincon(@(x) rastriginsfcn (x), [4, 4], [], [], [], [], [-5.12, -5.12], ...
[5.12, 5.12], [], options)
The solver produces the following output:
First-order Norm of
Iter F-count f(x) Feasibility optimality step
0 3 3.200000e+01 0.000e+00 7.947e+00
1 7 2.972638e+01 0.000e+00 5.588e+01 5.192e+00
2 12 2.384965e+00 0.000e+00 1.253e+01 1.917e+00
3 17 2.350732e+00 0.000e+00 1.182e+01 8.742e-02
4 20 1.989923e+00 0.000e+00 3.434e-02 4.261e-02
5 23 1.989918e+00 0.000e+00 4.849e-03 1.484e-04
6 26 1.989918e+00 0.000e+00 4.849e-05 4.239e-06
7 29 1.989918e+00 0.000e+00 4.848e-07 5.641e-08
Local minimum found that satisfies the constraints.
Optimization completed because the objective function is non-decreasing in
feasible directions, to within the default value of the optimality tolerance,
and constraints are satisfied to within the default value of the constraint tolerance.
<stopping criteria details>
ans =
-0.9950 -0.9950
If the FunctionTolerance parameter were considered, then the optimization would stop at the third iteration because the difference between the objective function values was less than 1. However, that did not happen.
Is such behavior a bug?
采纳的回答
John D'Errico
2016-5-20
I'm not sure I've call it a bug.
optimoptions('fmincon','functionTolerance',1)
ans =
fmincon options:
Options used by current Algorithm ('interior-point'):
(Other available algorithms: 'active-set', 'sqp', 'trust-region-reflective')
Set properties:
No options set.
Default properties:
Algorithm: 'interior-point'
CheckGradients: 0
ConstraintTolerance: 1e-06
Display: 'final'
FiniteDifferenceStepSize: 'sqrt(eps)'
FiniteDifferenceType: 'forward'
HessianApproximation: 'bfgs'
HessianFcn: []
HessianMultiplyFcn: []
HonorBounds: 1
MaxFunctionEvaluations: 3000
MaxIterations: 1000
ObjectiveLimit: -1e+20
OptimalityTolerance: 1e-06
OutputFcn: []
PlotFcn: []
ScaleProblem: 0
SpecifyConstraintGradient: 0
SpecifyObjectiveGradient: 0
StepTolerance: 1e-10
SubproblemAlgorithm: 'factorization'
TypicalX: 'ones(numberOfVariables,1)'
UseParallel: 0
Note that FunctionTolerance is NOT in the list. While you may WANT it to use that parameter, it appears that fmincon will blithely ignore you.
3 个评论
Gaik Tamazian
2016-5-20
Steve Grikschat
2016-5-20
By the way, if you want fmincon to not ignore you, try setting options.Algorithm to trust-region-reflective.
Gaik Tamazian
2016-5-20
更多回答（2 个）
Alan Weiss
2016-5-20
0 个投票
The documentation is certainly lacking on this subject. Sorry about this lacuna. I will correct the documentation in a future release.
Meanwhile, as John showed, the optimoptions function enables you to check which options are used by each solver and each algorithm.
Alan Weiss
MATLAB mathematical toolbox documentation
类别
在 帮助中心 和 File Exchange 中查找有关 Solver Outputs and Iterative Display 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
