Why function value increases in fmincon?
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I am estimating parameter values that minimizes the objective function. But iteration results show that function values of iteration counts sometimes increases. Below are the output of each stage. As you see, iteration 0 has the lowest f(x) and after that it kind of oscilating.
Question 1: Is it normal? Or should I kill it? (It is still running!) Question 2: I let matlab print function value each time it enters the function. Even before the iteration 0, I saw a function value (0.0068810247341) smaller than the value reported in Iter 0 below (6.881026e-03). Why does this happen?
First-order Norm of
Iter F-count f(x) Feasibility optimality step
0 6 6.881026e-03 0.000e+00 9.440e-02
1 12 1.388225e-01 0.000e+00 9.763e-01 3.423e-01
2 18 3.454902e-02 0.000e+00 1.529e-01 2.966e-01
3 24 2.840788e-02 0.000e+00 1.804e-01 4.293e-01
4 30 2.293784e-02 0.000e+00 1.141e-01 1.078e+00
5 36 1.884519e-02 0.000e+00 1.156e-01 2.076e+00
6 42 2.036587e-02 0.000e+00 1.235e-01 1.908e+00
7 48 3.710619e-02 0.000e+00 1.308e-01 3.064e+00
8 55 8.061270e-02 0.000e+00 1.469e-01 7.555e+00
9 62 9.708605e-02 0.000e+00 1.967e-01 1.184e+01
10 69 5.904960e-02 0.000e+00 1.232e-01 1.158e+01
11 75 3.024435e-02 0.000e+00 9.845e-02 5.270e+00
12 81 2.043228e-02 0.000e+00 2.947e-02 1.795e+00
13 87 1.728052e-02 0.000e+00 6.405e-03 1.288e+00
14 93 1.697164e-02 0.000e+00 2.939e-03 4.742e-01
15 99 1.696332e-02 0.000e+00 2.750e-03 5.989e-02
Risposte (1)
Walter Roberson
il 6 Giu 2017
0 voti
The most common cause of that is that the newer position has less constraint violation
1 Commento
Byung-Kun Rhee
il 6 Giu 2017
Categorie
Scopri di più su Solver Outputs and Iterative Display in Centro assistenza e File Exchange
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