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Topic: fmincon returns a solution that is worse than the feasible initial point
Replies: 1   Last Post: Dec 23, 2013 8:25 AM

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Posts: 2
Registered: 11/24/09
fmincon returns a solution that is worse than the feasible initial point
Posted: Dec 21, 2013 5:06 PM
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I am solving a nonlinear problem with about 15 nonlinear terms and no linear constraints. I am supplying an initially known feasible solution to fmincon that satisfies all constraints and has an objective function value of -18.0968. However, fmincon finally arrives at a much worse solution with an objective value of -1.99005. Here is a sample of the output:

Warning: The default trust-region-reflective algorithm does not solve problems with the
constraints you have specified. FMINCON will use the active-set algorithm instead. For
information on applicable algorithms, see Choosing the Algorithm in the documentation.
> In fmincon at 486
In mycode at 244

Max Line search Directional First-order
Iter F-count f(x) constraint steplength derivative optimality Procedure
0 12 -18.0968 8.866e-14
1 24 -24.0287 2.708e-05 1 -2.73 894
2 50 -24.0289 2.708e-05 -6.1e-05 2.86 387
3 73 -24.026 2.707e-05 0.000488 31.4 4.71e+03
4 99 -24.0264 5.172e-05 -6.1e-05 1.98 7.54e+06
5 113 -18.5173 0.2924 0.25 0.00886 3.39e+08
6 125 -1.99005 0.07514 1 0.382 9.95e+10
7 138 -1.99005 0.03688 0.5 4.95e-10 1.58e+04
8 151 -1.99005 0.01816 0.5 4.94e-10 1.71e+05
9 164 -1.99005 0.009081 0.5 4.94e-10 2.31e+05 Hessian modified twice
10 177 -1.99005 0.00454 0.5 5.02e-10 1.57e+07 Hessian modified twice
11 189 -1.99005 5.013e-13 1 6.12e-10 1.02e+05

Local minimum found that satisfies the constraints.

Optimization completed because the objective function is non-decreasing in
feasible directions, to within the default value of the function tolerance,
and constraints are satisfied to within the default value of the constraint tolerance.

I have already seen the following post:

and tried other but using different solvers didn't help.

Any ideas are very welcome!

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