simple fmincon problem, optimization toolbox
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I have an optimization problem in that Matlab solves depending on the initial value given. First, I give X0 = [10 10 10] as the initial value, and ok. But then I give X0 = [0 0 0] as the initial value, which is not a minimum, Matlab gives it as the minimum. Why?
FUN = @(x)-prod(x);
X0 = [10 10 10];
A = [-1 -2 -3;
1 2 3];
B = [0 ; 72];
options = optimset('Display','iter');
X = fmincon(FUN, X0, A, B, [], [], [], [], [], options)
FUN = @(x)-prod(x);
X0 = [0 0 0];
A = [-1 -2 -3;
1 2 3];
B = [0 ; 72];
options = optimset('Display','iter');
X = fmincon(FUN, X0, A, B, [], [], [], [], [], options)
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답변 (1개)
Matt J
2021년 9월 10일
편집: Matt J
2021년 9월 10일
The point X=[0,0,0] is a first order local minimum. It is a point of zero-gradient, and it satisfies the constraints. You made an unlucky initial guess.
Incidentally, if you are looking for solutions with positive x(i) it would probably be better, numerically, to use the equivalent objective function
FUN=@(x)-sum(log(x))
as well as to impose lower bounds lb=[0;0;0]
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