the initial point is local minima for fmincon.

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Muhammad Zeeshan Babar 2017-8-3

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评论： Torsten 2017-8-4

I am trying to solve a minimization problem using fmincon but the solver doesn't perform any optimization and gice this message. I have tried with all possible values of the initial condition, but the answer remain same. Please help me.

Iter F-count f(x) Feasibility Steplength step optimality \\

0 41 7.501427e-02 0.000e+00 0.000e+00

Initial point is a local minimum that satisfies the constraints.

Optimization completed because at the initial point, the objective function is non-decreasing in feasible directions to within the selected value of the optimality tolerance, and constraints are satisfied to within the selected value of the constraint tolerance.

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Muhammad Zeeshan Babar 2017-8-3

编辑：Muhammad Zeeshan Babar 2017-8-3

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The code is given below. where the cost function involves only the minimization of trace of P_est. The control horizon length is N = 30 and the simulations are performed for k=currentInstant=100 samples.

Please explain your above answer according to this code.

%%%%%%%Initial values for the control inputs %%%%%%%%%%%%%%%%%
  a = +25;
  b = -25;
  u0 = a + (b-a)*rand(1, MPC.horizon);
    %%%%%%%%%%%%%Bound on control inputs %%%%%%%%%%%%%%%%%
    minu = -50*ones(1, MPC.horizon);
    maxu = +50*ones(1, MPC.horizon);
    %%%%%%%%%%%%fmincon function %%%%%%%%%%%%%%%%%
      A = [];                   % linear inequalities A*x < B
      B = [];
      Aeq = [];                 % linear equalities Aeq*x = Beq
      Beq = [];
    nonlcon = [];               % nonlinear inequalties or equalties
     fun = @(u)costFunction(x, u, currentInstant, MPC,r_x1, para, P_est,alpha); %function handle
    [uopt(:,i), Jopt(i), exitfl(i), outp{i}] = fmincon(fun, u0, A, B, Aeq, Beq, minu, maxu, nonlcon, options);

Torsten 2017-8-4

Without seeing "costFunction", nothing can be said.

Best wishes

Torsten.

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Answer 1

Sidafa 2017-8-3

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It looks as though fmincon has converged from the output. The objective function, as pointed out from the previous answer, may be constant or is solved at the initial guess.