Dear all, I used fmincon to solve an optimization problem. Interior-point algorithm was used with TolFun=-4. The question is: Is the results below reasonable (because the objective function is increased rather than decreased), and is TolFun=-4 an acceptable value to find the minimum objective? Thanks for all in advance
First-order Norm of Iter F-count f(x) Feasibility optimality step 0 1 1.267119e+002 8.249e+000 7.573e+002 1 2 9.455037e+001 6.315e+000 3.974e+003 2.653e+001 2 3 8.079296e+001 5.386e+000 6.179e+003 1.298e+001 3 4 5.834199e+001 3.707e+000 1.178e+004 2.289e+001 4 5 5.356883e+001 3.329e+000 1.292e+004 4.986e+000 5 6 4.863383e+001 2.918e+000 1.421e+004 5.409e+000 6 7 2.315582e+001 2.419e-001 2.146e+004 3.541e+001 7 8 1.922367e+001 5.531e-002 2.510e+004 7.018e+000 8 9 1.652829e+001 8.892e-004 2.683e+004 4.761e+000 9 10 1.616538e+001 7.628e-003 2.993e+004 2.088e+000 10 12 1.574222e+001 3.441e-003 3.491e+004 2.900e+000 11 16 1.557995e+001 1.141e-002 3.871e+004 2.239e+000 12 20 1.551844e+001 2.017e-002 4.293e+004 2.490e+000 13 24 1.557486e+001 3.004e-002 4.752e+004 2.789e+000 14 28 1.573355e+001 3.907e-002 5.202e+004 2.950e+000 15 32 1.597043e+001 4.763e-002 5.613e+004 3.059e+000 16 36 1.624597e+001 5.369e-002 5.952e+004 3.035e+000 17 40 1.653425e+001 5.491e-002 6.202e+004 2.925e+000 18 44 1.680591e+001 5.332e-002 6.360e+004 2.691e+000 19 46 1.623598e+001 6.386e-002 6.254e+004 4.629e+000 20 47 1.731452e+001 2.031e-002 6.420e+004 3.053e+000 21 48 1.743835e+001 1.663e-002 6.411e+004 1.504e+000 22 49 1.753599e+001 2.050e-002 6.349e+004 3.083e+000 23 53 1.754284e+001 2.141e-002 6.300e+004 1.890e+000 24 58 1.755710e+001 2.295e-002 6.248e+004 1.577e+000 25 62 1.764624e+001 2.902e-002 6.145e+004 2.612e+000 26 64 1.730761e+001 2.459e-002 5.757e+004 6.899e+000 27 65 1.725259e+001 1.371e-002 5.634e+004 9.723e-001 28 67 1.739285e+001 1.757e-002 5.439e+004 3.704e+000 29 68 1.709089e+001 1.630e-003 5.361e+004 1.107e+000 30 70 1.689795e+001 3.910e-003 5.214e+004 2.514e+000 First-order Norm of Iter F-count f(x) Feasibility optimality step 31 72 1.673228e+001 5.134e-003 1.391e+004 2.509e+000 32 74 1.663905e+001 5.796e-003 2.161e+004 2.714e+000 33 76 1.669077e+001 4.075e-003 1.947e+004 2.208e+000 34 78 1.686107e+001 3.313e-003 1.709e+004 2.066e+000 35 80 1.711979e+001 3.118e-003 1.637e+004 1.830e+000 36 82 1.745226e+001 2.712e-003 1.357e+004 1.657e+000 37 84 1.780765e+001 1.861e-003 1.186e+004 1.408e+000 38 86 1.811605e+001 8.373e-004 1.103e+004 1.085e+000 39 88 1.833220e+001 2.629e-004 1.164e+004 7.627e-001 40 90 1.847421e+001 9.214e-005 1.640e+004 5.617e-001 41 92 1.858397e+001 6.522e-005 1.938e+004 5.205e-001 42 94 1.868685e+001 9.598e-005 1.227e+004 5.935e-001 43 96 1.879185e+001 1.758e-004 1.066e+004 7.100e-001 44 98 1.889754e+001 2.661e-004 1.074e+004 7.827e-001 45 100 1.900088e+001 2.984e-004 1.766e+004 7.824e-001 46 102 1.910188e+001 2.788e-004 2.294e+004 7.395e-001 47 104 1.920181e+001 2.373e-004 1.605e+004 6.773e-001 48 106 1.930109e+001 1.881e-004 9.666e+003 6.062e-001 49 108 1.939901e+001 1.452e-004 3.851e+003 5.345e-001 50 110 1.949428e+001 1.115e-004 1.397e+003 4.681e-001 51 112 1.958544e+001 8.493e-005 6.107e+003 4.092e-001 52 114 1.967122e+001 6.331e-005 1.033e+004 3.580e-001 53 116 1.975091e+001 4.592e-005 1.411e+004 3.150e-001 54 118 1.982469e+001 3.284e-005 1.755e+004 2.809e-001 55 120 1.989361e+001 2.432e-005 2.073e+004 2.564e-001 56 122 1.995917e+001 1.897e-005 2.377e+004 2.409e-001 57 124 2.002281e+001 1.594e-005 2.675e+004 2.324e-001 58 126 2.008554e+001 1.441e-005 2.973e+004 2.279e-001 59 128 2.014770e+001 1.363e-005 3.271e+004 2.242e-001 60 130 2.020914e+001 1.304e-005 3.567e+004 2.193e-001 First-order Norm of Iter F-count f(x) Feasibility optimality step 61 132 2.026951e+001 1.230e-005 3.859e+004 2.127e-001 62 134 2.032859e+001 1.133e-005 4.146e+004 2.054e-001 63 136 2.038643e+001 1.025e-005 4.426e+004 1.985e-001 64 138 2.044324e+001 9.177e-006 4.703e+004 1.929e-001 65 140 2.049919e+001 8.202e-006 4.977e+004 1.883e-001 66 142 2.055409e+001 7.328e-006 5.247e+004 1.834e-001 67 144 2.060718e+001 6.505e-006 5.511e+004 1.762e-001 68 146 2.065701e+001 5.662e-006 5.761e+004 1.645e-001 69 148 2.070174e+001 4.755e-006 5.988e+004 1.472e-001 70 150 2.073966e+001 3.779e-006 6.181e+004 1.249e-001 71 152 2.076983e+001 2.780e-006 6.338e+004 9.997e-002 72 156 2.077587e+001 1.556e-006 6.369e+004 2.011e-002 73 166 2.077452e+001 1.139e-007 4.386e+000 3.843e-004 74 172 2.077322e+001 1.484e-009 4.614e-002 2.886e-003Local minimum found that satisfies the constraints.
Optimization completed because the objective function is non-decreasing in feasible directions, to within the selected value of the function tolerance, and constraints are satisfied to within the default value of the constraint tolerance.
Best Answer