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

1 次查看（过去 30 天）

Philipp 2017-11-2

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/364635-fmincon-s-interior-point-algorithm-does-not-return-minimal-objective

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

3 个评论
显示 1更早的评论隐藏 1更早的评论

Matt J 2017-11-2

What is the value of the exitflag output?

Philipp 2017-11-2

The exit flag is 2.

请先登录，再进行评论。

请先登录，再回答此问题。

回答（1 个）

Alan Weiss 2017-11-2

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/364635-fmincon-s-interior-point-algorithm-does-not-return-minimal-objective#answer_289027

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

MATLAB mathematical toolbox documentation