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Re: How to update barrier parameters in fminconinterior point algorithm?
Posted:
Dec 6, 2013 12:10 PM


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/whenthesolverfails.html http://www.mathworks.com/help/optim/ug/whenthesolvermighthavesucceeded.html http://www.mathworks.com/help/optim/ug/whenthesolversucceeds.html
Alan Weiss MATLAB mathematical toolbox documentation



