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Topic: How to update barrier parameters in fmincon-interior point algorithm?
Replies: 3   Last Post: Dec 6, 2013 12:10 PM

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Alan Weiss

Posts: 1,261
Registered: 11/27/08
Re: How to update barrier parameters in fmincon-interior point algorithm?
Posted: Dec 6, 2013 12:10 PM
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On 12/5/2013 7:42 PM, Stefanos wrote:
> Alan,
>
> Thank you for the response. fmincon fails to give me the right
> solution and I think the reason is the values of the barrier
> parameters. Is there anything else I can do besides writing my own code?
>
> Alan_Weiss <aweiss@mathworks.com> wrote in message
> <l7qiom$1g1$1@newscl01ah.mathworks.com>...

>> On 12/5/2013 1:43 PM, Stefanos wrote:
>> > Hey ppl,
>> >
>> > I know that 'InitBarrierParam' can specify the initial value of the
>> > barrier parameter. I was wondering if there is a way to also

>> specify > all subsequent values for it.
>> > Thank you
>>
>> No, you cannot.
>>
>> Alan Weiss
>> MATLAB mathematical toolbox documentation


It depends on what you mean by "fails to give the right solution."
Perhaps fmincon finds the problem to be infeasible. Or perhaps fmincon
gives a local minimum, but not a global minimum.

In any case, perhaps these suggestions from the documentation will help:

http://www.mathworks.com/help/optim/ug/when-the-solver-fails.html
http://www.mathworks.com/help/optim/ug/when-the-solver-might-have-succeeded.html
http://www.mathworks.com/help/optim/ug/when-the-solver-succeeds.html

Alan Weiss
MATLAB mathematical toolbox documentation



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