All,
I have difficulty understanding the output of a fmincon optimization using a sqp algorithm in relation with my optimization options:
options = optimset('Algorithm','sqp','Display','Iter','TolCon',5e-3,'TolFun',3e-2,'DiffMinChange',0.02,'MaxIter',30)
This is my output:
Norm of First-order Iter F-count f(x) Feasibility Steplength step optimality 0 46 9.999941e-01 8.379e-02 6.157e-01 1 92 9.711733e-01 2.460e-02 1.000e+00 1.790e-01 4.004e-01 2 138 9.612754e-01 8.941e-02 1.000e+00 1.422e-01 1.415e-01 3 184 9.587545e-01 6.901e-02 1.000e+00 1.101e-01 1.064e-01 4 230 9.844396e-01 2.151e-02 1.000e+00 9.309e-02 6.751e-01 5 313 9.784854e-01 4.579e-02 3.430e-01 4.663e-02 1.011e-01 6 359 9.770382e-01 3.249e-02 1.000e+00 1.174e-01 1.477e-01 7 405 9.810448e-01 1.086e-02 1.000e+00 1.049e-01 2.461e-01 8 453 9.681814e-01 2.331e-02 7.000e-01 6.497e-01 3.990e-01 9 499 9.646897e-01 1.103e-02 1.000e+00 7.355e-02 1.212e-01 10 545 9.494203e-01 3.705e-02 1.000e+00 2.301e-01 2.335e-01 11 591 9.375651e-01 2.780e-02 1.000e+00 2.964e-01 3.342e-01 12 637 9.241642e-01 2.714e-02 1.000e+00 2.015e-01 4.565e-01 13 687 9.202633e-01 3.259e-02 3.430e-01 1.561e-01 3.296e-01 14 733 9.041621e-01 5.144e-02 1.000e+00 2.001e-01 3.302e-01 15 780 9.277166e-01 1.496e-02 7.000e-01 7.724e-02 2.465e-01 16 830 9.278971e-01 1.142e-02 3.430e-01 8.309e-02 7.720e-02 17 879 9.294901e-01 7.435e-03 4.900e-01 1.065e-01 6.746e-02 18 933 9.290804e-01 6.752e-03 8.235e-02 2.407e-02 1.600e-01 19 979 9.274652e-01 1.258e-02 1.000e+00 1.624e-01 1.122e-01 20 1029 9.282536e-01 8.785e-03 3.430e-01 4.559e-02 2.938e-01 21 1075 9.283087e-01 7.863e-03 1.000e+00 7.305e-02 1.867e-01 22 1124 9.291922e-01 5.108e-03 4.900e-01 6.765e-02 1.315e-01 23 1172 9.294913e-01 4.504e-03 4.900e-01 2.586e-02 1.122e-01 24 1218 9.229507e-01 1.586e-02 1.000e+00 1.486e-01 1.453e-01 25 1268 9.174597e-01 3.731e-02 3.430e-01 3.172e-01 2.888e-01 26 1351 9.194210e-01 3.361e-02 1.176e-01 1.635e-02 1.436e-01 27 1399 9.246186e-01 1.902e-02 4.900e-01 1.790e-01 1.188e-01 28 1447 9.282432e-01 1.243e-02 4.900e-01 4.659e-02 1.218e-01 29 1504 9.269571e-01 1.659e-02 2.825e-02 2.655e-02 1.415e-01 30 1551 9.319542e-01 9.556e-03 7.000e-01 6.073e-02 9.891e-02
So my question actually is: Which two columns represent my TolCon and TolFun? I need to know this so I can understand when the optimization should stop. I thought Feasibility _ was TolCon and _First-order optimality was TolFun, but I seem to be wrong.
Please advise!
Thanks!
Best Answer