change stepsize of fmincon

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Heiko Scholz
Heiko Scholz on 21 Feb 2019
Answered: Alan Weiss on 21 Feb 2019
Hi
I am using fmincon to optimize the result of a unknown executable function (function.exe).
Fmincon changes the variables in the size of 1e-3 ~ 1e-4. But the result of the function leads to the same result. I'm sure that the changes are within the rounding tolerance of output of the function. How can i change the settings of fmincon to use a larger step size.
I already tried 'OptimalityTolerance', 'FiniteDifferenceStepSize' and 'DiffMinChange'. Non of them changed the stepsize of the variation of the variables.
Greetings

Accepted Answer

Alan Weiss
Alan Weiss on 21 Feb 2019
See Set Larger Finite Differences. Also, check that your function returns different values for different inputs.
Alan Weiss
MATLAB mathematical toolbox documentation

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