MATLAB: Fmincon invalid starting point

Question

Hello,

I find (local) minimum of 3D function with fmincon, bounds and constraint are given for the solver. If I give a "bad" starting point which ignore bounds and constraint then how does fmincon generate a new one? What is the algorithm/method?

Thanks!

Answer 1

This is mentioned in the doc:

Components of x0 that violate the bounds are reset to the interior of the box defined by the bounds. Components that respect the bounds are not changed.

http://www.mathworks.com/help/optim/ug/fmincon.html

http://www.mathworks.com/help/optim/ug/writing-constraints.html#br9p_ry