MATLAB: Problem with fmincon ”number of runs”

Question

Hey everyone,

I try to use the economic MPC with an urban traffic (state space system), to control the intersection's light.

I use 'fmincon' for the optimization.

When I simulate it, I find that the fmincon runs more than one time for every sample time: for the first sample time, the fmincon runs 32 times ,the control value changes and Matlab shows me this message:

Initial point is a local minimum that satisfies the constraints.

Optimization completed because at the initial point, the objective function is non-decreasing

in feasible directions to within the default value of the optimality tolerance, and

constraints are satisfied to within the default value of the constraint tolerance.

<stopping criteria details>

After that, fmincon runs 2 times, the control value stays the same with the same matlab message.

Can I limit this run's number?

Thank you for your help?

All the best,

Answer 1

fmincon is a gradient-based solver. It attempts to evaluate the gradient of the objective function at each iteration. By default, it does so by taking tiny steps to estimate the gradient via finite differences. For simulations, the objective function value might not change when taking these small steps. For more details, see Optimizing a Simulation or ODE.

Alan Weiss

MATLAB mathematical toolbox documentation