Optimization of a function using the fmincon

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Giorgos Papakonstantinou
I am trying to find the minimum of a function by using the fmincon. My function is a bit complicated.I get the following message:
No active inequalities.
Local minimum possible. Constraints satisfied.
fmincon stopped because the size of the current search direction is less than twice the default value of the step size tolerance and constraints are satisfied to within the default value of the constraint tolerance.
criteria details
First I do not understand if this is a message that warns me that the optimization has not been successful. Secondly if I try to change some settings I get zero errors in the plots (e.g. if change the for loop 1:6 then I get -5.587e+15) which I want to avoid.
Thank you very much.

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回答（2 个）

Walter Roberson
Walter Roberson 2012-12-18
The message is telling you that minimization has succeeded to within the tolerances and constraints. You might be in a local minimum though.
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Giorgos Papakonstantinou
Giorgos Papakonstantinou 2012-12-19
Thank you Matt. This is one output of pmin. pmin must always be positive. and the values of pmin range from 5 to 90. Only in the case that I set in the first loop for j=1:6 I get only once this weird result of pmin.
This weird result appears more of often when I set in the first loop
for j=10:10:60
In this scenario all my results are messed up having values of the order of -5e+15, which totally wrong.
Walter Roberson
Walter Roberson 2012-12-19
Set your options to Display information after each iteration, and try to track down the conditions under which the bad value is output. Once you have narrowed it down, put a conditional breakpoint in the code testing for those input values, and run again. When it stops in the debugger, step through to figure out why the large value occurs.

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Giorgos Papakonstantinou
Is there anything else to point out please?
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Alan Weiss
Alan Weiss 2013-1-17
You can set a nonlinear inequality constraint so that pmin is between 5 and 90. But, if this condition is supposed to be satisfied without you setting any constraints, then you should examine your objective function to see what coding error exists.
Alan Weiss
MATLAB mathematical toolbox documentation

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