Fmincon's interior-point algorithm does not return minimal objective

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Philipp
Philipp 2017-11-2
回答： Alan Weiss 2017-11-2
Dear all, I am using fmincon's interior-point algorithm to find four parameters that minimize an objective function. However, fmincon does not return the minimum. I monitor the objective in each call of the objective function, and found that parameter sets exist, for which the objective is, e.g., -13.5. However, fmincon returns parameters that result in an objective of, e.g., -10.7. Is this intendend behaviour? Thanks. Kind regards, Philipp

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Alan Weiss
Alan Weiss 2017-11-2
Perhaps some of the suggestions on what to do when the solver might have succeeded will help. And, as Torsten suggested, familiarize yourself with local vs. global solutions, including how to search for a global solution.
Alan Weiss
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