fmincon in specific Range

Hi everybody,

I am again stuck on an optimization problem: I have a function of 6 variables that I want to optimize. I want:

0 < x(1) < 24

0 < x(2) < 24

24 < x(3) < 48

0 < x(4) < 24

48 < x(5) < 72

0 < x(6) < 24

A precision of 0.1 would be more than enough for those 6 parameters! I used:

Results = fmincon(@(x)optforecastSOC72(x,aConst),x0,[],[],[],[],[0,0,24,0,48,0],[24,24,48,24,72,24],[],options)

And I get a result which is NOT the minimum over that interval. How can I force the fmincon to go the entire interval (maybe with bigger sizestep)? I tried to change every options in optimset but it didn't change a think ;(. Thanks for your advices

Answer 1

[Alan Weiss]

It is not clear in what way the result does not satisfy you. If you think fmincon did not arrive at a local minimum, then perhaps your objective function is not smooth. Consult Optimizing a Simulation or ODE for suggestions.

If, however, your objective function is smooth, but fmincon returns a local minimum that is not a global minimum, then consult Local Vs. Global Optima.

Good luck,

Alan Weiss

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