MATLAB: Fmincon exitflag=5

Question

"Optimization terminated: magnitude of directional derivative in search direction less than 2*options.TolFun and maximum constraint violation is less than options.TolCon."

got this error (exitflag=5) when i tried to optimize my problem with fmincon. Does this mean the value obtained is not the optimum solution??

I have tried optimizing the same problem in Excel and it actually gave the same answer as that obtained MATLAB.

Answer 1

That exit status means that it found a feasible point (according to the constraints) where the surface was flat to within the tolerance option. There might be a better point but the search algorithm cannot tell which direction it might lie in.

Please remember that fmincon never promises the optimal solution, just a local optimum. You need the tools from the Global Optimization Toolbox for global optimums.