MATLAB: Fmincon test the same parameters multiple times

fminconoptimisation

Hello,
I want to minimise a function that i call costfunctionSTEAM. I have implemented that part as follows:
sixmin = @(X) (costfunctionSTEAM(data,X,...));
xmin = fmincon(sixmin,initX,[],[],[],[],LB,HB);
Now my problem is that fmincon seems to test each set of X parameters several times in a row. In costfunctionSTEAM I have included a display of all parameters and the output " Cost" from costfunctionSTEAM for each time it is called. And, I get the same line printed upp to 7 times i a row, but most often 6 times. Example of output during the run:
Cost = 1.6124, with R2 = 30.2503        11.65            0, with R1 = 22.0866      1.54525            0, with P = 0.21135     0.78865           0
Cost = 1.6124, with R2 = 30.2503        11.65            0, with R1 = 22.0866      1.54525            0, with P = 0.21135     0.78865           0
Cost = 1.6124, with R2 = 30.2503        11.65            0, with R1 = 22.0866      1.54525            0, with P = 0.21135     0.78865           0
Cost = 1.6124, with R2 = 30.2503        11.65            0, with R1 = 22.0866      1.54525            0, with P = 0.21135     0.78865           0
Cost = 1.6124, with R2 = 30.2503        11.65            0, with R1 = 22.0866      1.54525            0, with P = 0.21135     0.78865           0
Cost = 1.6124, with R2 = 30.2503        11.65            0, with R1 = 22.0866      1.54525            0, with P = 0.21135     0.78865           0
Cost = 1.6124, with R2 = 30.2503        11.65            0, with R1 = 22.0866      1.54525            0, with P = 0.21135     0.78865           0

Best Answer

fmincon has to build up the Jacobian matrix dC/dpi (C: costfunction, pi: parameter i).
For this end, fmincon calls the costfunction (number of parameters + 1) times with
p1,p2,p3,...,p6
p1+deltap1,p2,p3,...,p6
p1,p2+deltap2,p3,...,p6
...
p1,p2,p3,...,p6+deltap6
If you enhance precision of your output, you will see that the parameters are not the same, but that in each call one parameter differs slightly from the parameter values of the "main" call with p1,p2,...,p6.
Best wishes
Torsten.
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