Why does my optimization stop after the first iteration?
4 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
I do not know much about numerical optimization. My question is, what are possible reasons for fmincon to stop after 0 iterations. Here are the clues:
- I do not provide a gradient or hessian.
- It stops because:"size of the current step is less thanthe default value of the step size tolerance and constraints are satisfied to within the default value of the constraint tolerance"
- feasibility is 0.0000,First-order optimality is 1.206e+09
- Using patternsearch works and it finds the optimum
Another question: I suspect, that patternsearch is much slower than fmincon when the number of arguments increases, right?
Thank you for your time.
3 Kommentare
Matt J
am 26 Jan. 2016
Bearbeitet: Matt J
am 26 Jan. 2016
This should be a number as small as possible, right?
First order optimality isn't the only criterion that can trigger a stop. Also, to be considered small, a value for the first-order optimality measure need only be small relative to typical magnitudes of the function's derivative. Try this simple problem, for instance,
[x,fval,ef,out]=fmincon(@(x) 1e18*x^2,.5,[],[],[],[],0,1)
You will see that out.firstorderopt is ~1e9.
Bottom line -- we really need to see your code.
Antworten (0)
Siehe auch
Kategorien
Mehr zu Surrogate Optimization finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!