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Optimization: which function is better for my case?

Asked by Matteo Iannitelli on 18 Sep 2015
Latest activity Answered by Abdelmoumen Bacetti on 29 Nov 2015
I have to perform an optimization with 3 inputs over a cost function. The 3 inputs have precise boundaries and stay around 1. I have tried:
- fminbnd, but it seems to not accept vector x;
- fmincon, but it shows me an error (see figure below);
- fminsearch, which has a good performance, but of course the result doesn't satifies every time the constraint.
Do you have suggestions?

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2 Answers

Answer by Kirby Fears on 18 Sep 2015
Edited by Kirby Fears on 18 Sep 2015

From the fmincon screen shot, you didn't get any errors - just a warning. It's more of a notification.
fmincon is the way to go. Go through the documentation carefully to insure that you're supplying inputs as intended. Keep an eye on setting the tolerances and boundaries appropriately.

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Answer by Abdelmoumen Bacetti on 29 Nov 2015

It would be better if you can provide some code.
From the output, and regarding the narrow interval of your variables, I suspect that your cost function is constant or the step size is not small enough to allow the algorithm find a decreasing direction.
If you had chosen a small step, make sure that your function is convex in the interval by plotting it.

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