fmincon doesn't stop

Question

xueqi 2013-2-16

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/63748-fmincon-doesn-t-stop

Hi I am using fmincon to do optimization. Here is my code

if true
  % A=[1 1 1 0 0 0 0 0];
b=[1];
lb=[0.1;0.1;0.1;0.0001;1.1;0.001;1.1;0.001];                      
ub=[1;1;1;1;Inf;1;Inf;1];
options=optimset('Algorithm','interior-point','Display','iter','TolFun', 1e-1,'MaxIter',4);
x =  fmincon(@beta,[0.2,0.2,0.2,0.08,100,0.05,100,0.04],A,b,[],[],lb,ub,[],options)
%x= ga(@beta,8,A,b,[],[],lb,ub,[],options)
end

and here is the result I got so far. Could tell me what this tell me about this problem? It already finds the optima which is around 159, but it just doesn't stop and return the optimized parameter to me...Even I set the maxiter to 4 and tolfun to just 1e-1...

sumllh =

161.5270

sumllh =

161.5270

sumllh =

161.5270

sumllh =

161.5270

sumllh =

161.5270

sumllh =

161.5270

sumllh =

161.5270

sumllh =

161.5270

sumllh =

161.5270
                                            First-order      Norm of
 Iter F-count            f(x)  Feasibility   optimality         step
    0       9   1.615270e+002   0.000e+000   2.410e+002

sumllh =

3.1124e+003

sumllh =

841.5238

sumllh =

332.1484

sumllh =

199.9506

sumllh =

Inf

sumllh =

Inf

sumllh =

413.8880

sumllh =

199.6041

sumllh =

164.9631

sumllh =

159.8651

sumllh =

159.8651

sumllh =

159.8651

sumllh =

159.8651

sumllh =

159.8651

sumllh =

159.8651

sumllh =

159.8651

sumllh =

159.8651

sumllh =

159.8651

User objective function returned Inf; trying a new point... 1 27 1.598651e+002 0.000e+000 5.029e+002 7.786e-003

sumllh =

Inf

sumllh =

159.5856

sumllh =

159.5856

sumllh =

159.5856

sumllh =

159.5856

sumllh =

159.5856

sumllh =

159.5856

sumllh =

159.5856

sumllh =

159.5856

sumllh =

159.5856

User objective function returned Inf; trying a new point... 2 37 1.595856e+002 0.000e+000 5.090e+002 1.156e-002

sumllh =

Inf

sumllh =

212.1647

sumllh =

174.3417

sumllh =

162.5951

sumllh =

176.9179

sumllh =

166.3836

sumllh =

160.0872

sumllh =

159.0489

sumllh =

159.0489

sumllh =

159.0489

sumllh =

159.0489

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Answer 1

Walter Roberson 2013-2-16

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/63748-fmincon-doesn-t-stop#answer_75313

Your function "beta" has a singularity.

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xueqi 2013-2-16

编辑：xueqi 2013-2-16

Hi Do you mean that the singularity is the optima or the existence of singularity causes fmincon to never stop? And also I have answered your comment in another questionhttp://www.mathworks.com/matlabcentral/answers/63283-problems-about-solve-exponential-function could you have a look at that too please? I accept an answer for that question and then realized the solution is not valid...

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