I am performing an optimization where every objective function evaluation involves a time-consuming algorithm. To see whether things are working properly, I thought I'd set the 'MaxFunctionEvaluations' option to a low value. But it seems the optimization is not responding to whatever options I set whatsoever.
My options and fmincon call are:
options = optimoptions('fmincon','Display','iter','Algorithm','sqp','MaxFunctionEvaluations',4,'StepTolerance',1e-2);
[x, fval, exitflag, output, lambda] = fmincon(@(x)this.jumphigh_obj(x),x0,A,b,Aeq,beq,lb,ub,@(x)this.jumpcon(x),options);
I feel like I am missing something basic. I appreciate any help.
