fmincon: Is it possible to set a bound for feval?

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Jochen Schuettler
Jochen Schuettler 2013년 3월 8일
I have a problem that I run into local minima early on. This will happen all over search space. I don't know more meaningful bounds and equalities for x than I already use. But I know feval should get near to 0 with the correct solution, while it settles at power of 10. Can I set up an upper bound for feval somehow? Should I use another solver?
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Walter Roberson
Walter Roberson 2013년 3월 8일
Are you sure you mean "feval" and not "fmincon" ?

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Leerrune
Leerrune 2013년 3월 8일
편집: Leerrune 2013년 3월 8일
"feval" evaluates the function which is given. Bounds can be defined only if the given function allows. In your case "fmincon".
try "fmincon" with multiple random init. states at first. It helps in most cases. Otherwise try "pattersearch" even "Gentic Algorithm" .

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