fminbnd loop leads to same optimizer

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alpedhuez 2020-8-3

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https://ww2.mathworks.cn/matlabcentral/answers/574666-fminbnd-loop-leads-to-same-optimizer

评论： alpedhuez 2020-8-4

采纳的回答： Matt J

在 MATLAB Online 中打开

I have a matrix of parameter A that is 2*2 matrix and other matrix B. The solution matrix C that is 2*1

Then I run

for i=1:1:2
C(i,1)=fminbnd(@(b) fun(A(i,1),A(i,2),b,B),0,1)
end

Then strangely, even when paramters A(1,:) and A(2,:) are very different, I got the same optimizer. For example, A is

0.870639815937867 0.845094090200317

0.748241117938819 0.400000548158531

C is

0.150263993746969

0.150256643269687

This happens multiple times. What is going on? Can it be that first run of fminbnd affects the second run of fminbnd?

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John D'Errico 2020-8-3

The crystal ball is so foggy today. It simply will not show me the contents of your computer, to tell us what the function fun does. It just keeps on telling me that you will soon come into a large sum of money. Or maybe that means I will come into some money. Whatever. ONE of us will be getting righ soon. Maybe. Should I try my deck of MATLAB tarot cards instead? Tea leaves? :)

If you really want help, then you need to show us the function fun.

alpedhuez 2020-8-3

Yes you wrote fminsearchbnd so I will appreciate if you take a look at the attached mix file. If one run this script for, let me say, 15 times, then one will encounter a case where the solutions of the optimization problems are the same even though the paramters are different. I wlll appreciate comments.

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采纳的回答

Matt J 2020-8-3

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https://ww2.mathworks.cn/matlabcentral/answers/574666-fminbnd-loop-leads-to-same-optimizer#answer_474724

编辑：Matt J 2020-8-3

In addition to hwat John said, you could plot the function to confirm whether fminbnd is giving you a good approximation of the minimizer in each case. If it is, that will tell you that it is not fminbnd's fault. The minimizer is simply not as sensitive a function of A as you had believed.

I would note that there is clearly some impact that A is having on the output. The successive C(i) that you have showed are similar, but not identical.