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Topic: Negative value of cost function(objective function)
Replies: 3   Last Post: Jan 2, 2014 2:27 PM

 Messages: [ Previous | Next ]
 Alan Weiss Posts: 1,430 Registered: 11/27/08
Re: Negative value of cost function(objective function)
Posted: Jan 2, 2014 8:34 AM

On 1/1/2014 11:30 PM, Rubayet wrote:
> Hello every one,
>
> I am developing my cost function as objective function .this function
> is nonlinear & my optimization model is unconstrained nolinear
> model.While i use fminsearch as solver i am gettting negative value
> for my cost function & one of my decision variable among two decision
> variable is also negative. May be fminsearch solver search from its
> default -Inf to Inf. I dont know whats going on? Can any body help me
> to figure out this problem. Please be informed that while i consider
> fixed value for my decision variables & put it into my objective
> function then i get the positive value.So there is no problem in my
> cost(objective) function.But while i run this by using fminsearch
> solver then i found negative value. I guess this is very basic
> problem. Does fminsearch has any default value for search area like
> -Inf to Inf .?.... so that its start taking negative value of my
> decision variable & giving me negative result in final iteration. So i
> am really looking for fruitful solution regarding this problem..
>
> Regards
> Rubayet

You say that a decision variable is negative in the fminsearch solution,
and you imply that you don't want that to happen. Unconstrained means
any value of a decision variable is OK. So fminsearch is doing what it
is supposed to do.

If you want your decision variables to remain positive, then I suggest
that you use fmincon (assuming that you have Optimization Toolbox), or
else use abs(x) as your decision variables, which keeps the values positive.

Alan Weiss
MATLAB mathematical toolbox documentation

Date Subject Author
1/1/14 Rubayet
1/2/14 Alan Weiss
1/2/14 Rubayet
1/2/14 John D'Errico