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x0 in the fminimax

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xinyu
xinyu 2013-2-23
Hello, everyone. I'm using the fminimax to solve a minmax problem. Here are the unsure poits:
  • the initial guess seem effect the result in a way that I'm not expecting. Because, in my mind the first guess shouldn't effect the final answer but the computing process. I think this is because the second point I'll say in the following.
  • when I run my code, there are some indication:Local minimum possible. Constraints satisfied.
fminimax 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.
<stopping criteria details>
it seems that the calculation has not been finished.And I don't know weather if it is the truth.
one more thing, I need to mention here: when I was runing the code from the fminimax help,there are same indication appears as well. please explain how this comes out and weather it will affect the final result or not.

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回答（1 个）

Walter Roberson
Walter Roberson 2013-2-23
fminmax is not a global optmizer. If it finds a local minimum it will not necessarily escape from it.
Because it is not a global optimizer, the x0 you give will influence which local minimum you end up in.

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