Objective function increases but solver converges --- Why?

조회 수: 5(최근 30일)
Deepa Maheshvare
Deepa Maheshvare 2020년 3월 30일
답변: Pranav Verma 2021년 1월 13일
Hi All,
I am trying to solve a constrained optimization problem in fmincon
But I am not sure why the solver converges when the value of the objective function keeps increasing. In the problem I actually try to minimize the cost function.
First-order Norm of
Iter F-count f(x) Feasibility optimality step
0 10 4.832863e+02 9.049e+00 4.227e-02
1 21 1.102633e+03 4.064e+00 1.773e+03 4.846e+02
2 31 3.135305e+03 6.418e-01 1.748e+04 3.303e+02
3 41 3.838079e+03 1.503e-01 2.712e+04 1.434e+02
4 51 5.643491e+03 1.751e-02 1.479e+04 1.056e+02
5 64 1.104272e+04 2.133e-04 1.475e+04 4.097e+01
6 78 1.114938e+04 3.426e-07 1.583e+00 2.615e-01
7 89 1.114955e+04 3.189e-09 1.910e+01 4.891e-04
8 104 1.114956e+04 1.458e-11 3.254e-01 3.897e-06
9 119 1.114956e+04 1.779e-12 2.596e-01 3.332e-09
10 134 1.114956e+04 2.554e-13 2.519e-01 3.315e-10
11 149 1.114956e+04 4.795e-14 2.509e-01 8.456e-11
Local minimum possible. Constraints satisfied.
fmincon stopped because the size of the current step is less than
the value of the step size tolerance and constraints are
satisfied to within the value of the constraint tolerance.
I have solved the same problem without constraints and the objective function decreases with iterations
14 150 3.019962e+00 0.000e+00 2.483e-03 2.052e+03
15 160 1.582527e+00 0.000e+00 1.598e-03 1.897e+03
16 170 1.098656e+00 0.000e+00 1.042e-03 1.503e+03
17 180 9.917733e-01 0.000e+00 7.543e-04 9.265e+02
Any help in understanding why the solver converges when objective function increases in constrained case will be useful.
Side note: MATLAB version 2020a. More details on the problem here
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Deepa Maheshvare
Deepa Maheshvare 2020년 3월 31일
Any suggestions?

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Pranav Verma
Pranav Verma 2021년 1월 13일

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