How to change the step size for fmincon?
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Hello! I am trying to use fmincon to optimize some weights for an MPC controller. The weights can vary from about 0 to 1000 but the weights only change by about 0.001 each iteration. I would like it to change by whole numbers. I have tried to adjust FiniteDifferenceStepSize and DiffMinChange but have had no luck yet. Does anyone have experience with this? Thank you!
Nathan
7 Kommentare
Mario Malic
am 1 Okt. 2020
Bearbeitet: Mario Malic
am 1 Okt. 2020
Well, fmincon searches locally. Plot your fval values, do they converge, if so, then local minimum is found. This could be a good problem for ga if your function evaluations are short.
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