fmincon and fmiunc gives different result for the same problem

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HN 2020-11-29

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https://ww2.mathworks.cn/matlabcentral/answers/667398-fmincon-and-fmiunc-gives-different-result-for-the-same-problem

评论： HN 2020-11-29

采纳的回答： Walter Roberson

Can anyone help how to setup the result from fmincon and fminunc to give the same result for same problem ?

Thanks

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Answer 1

Walter Roberson 2020-11-29

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https://ww2.mathworks.cn/matlabcentral/answers/667398-fmincon-and-fmiunc-gives-different-result-for-the-same-problem#answer_559013

This is expected. fmincon() and fminunc() use different algorithms.

You might possibly be able to get somewhere by forcing fminunc to use 'trust-region' algorithm, which requires that your function outputs the gradient as its second output, and requires some flags set in the options. You would in turn configure fmincon to use 'trust-region-reflective'; again that requires that your function outputs the gradient as its second output, and requires some flags set in the options.

It is not entirely clear to me that the 'trust-region' algorithm of fminunc is the same as 'trust-region-reflective' of fmincon .

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HN 2020-11-29

Thank you so much Walter Roberson ,

I also have two more quesions.

Fminunc option I used can only dispaly the final optimum point or cannot list all searched points toward the optimum point. How can I handle that. or
Can I automatically pick the minimum value of the funciton and corresponding optimum point ?

Thank you

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