MATLAB: Fmincon optimization not responding to options settings

fminconoptimoptionsoptions

I am performing an optimization where every objective function evaluation involves a time-consuming algorithm. To see whether things are working properly, I thought I'd set the 'MaxFunctionEvaluations' option to a low value. But it seems the optimization is not responding to whatever options I set whatsoever.
My options and fmincon call are:
options = optimoptions('fmincon','Display','iter','Algorithm','sqp','MaxFunctionEvaluations',4,'StepTolerance',1e-2); % 4 eval for tests
            [x, fval, exitflag, output, lambda] = fmincon(@(x)this.jumphigh_obj(x),x0,A,b,Aeq,beq,lb,ub,@(x)this.jumpcon(x),options);
I feel like I am missing something basic. I appreciate any help.

Best Answer

It is possible that you have more than 4 dimensions in the problem. No matter what you set for MaxFunctionEvaluations, fmincon will take at least N + 1 function evaluations in order to estimate a gradient, where N is the number of problem variables.
Alan Weiss
MATLAB mathematical toolbox documentation
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