MATLAB: Fmincon does not even try other points other than initial x0

fminconoptimization

I am running into a problem I cannot understand,
I have an objective function that uses some external .exe programs to obtain its value, thus I believe a complex one
I ask matlab to provide the x values being used in the objective function at each iteration, and for some reason, fmincon always uses the exact same values of x0 several times, and then it says it found that the initial point is the local optimal.
wasn't fmincon supposed to try other values of x before getting to that final result? what could I be doing wrong?
  • I tried the same code using ga and it does try different x and gives different results at each iteration, for that reason I believe the code I used for fmincon should not have any basic mistake (such as the objective function being constant).
thanks,

Best Answer

wasn't fmincon supposed to try other values of x before getting to that final result?
No, fmincon is a gradient-based solver (unlike ga) so if x0 is feasible and the gradient there is already zero, then fmincon has no reason to try other points. Often this happens because you have discretization operations like round() or ceil() in your objective function, which make it locally flat almost everwhere. For example, this 1D function is locally flat at all points except the integers:
fun=@(x) floor(x);
opts=optimoptions('fmincon','Display','none');
fplot(fun,[0,5]); xlabel 'x', ylabel 'Objective'
and therefore almost any initial point you choose will be locally optimal,
>> fmincon(fun,1.5,[],[],[],[],0,5,[],opts)
ans =
    1.5000
>> fmincon(fun,2.7,[],[],[],[],0,5,[],opts)
ans =
    2.7000
>> fmincon(fun,3.99,[],[],[],[],0,5,[],opts)
ans =
    3.9900
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