Solver ignores my guess
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I am using a the constrained solver fmincon with 2 constrains: all values of x >= 0 and the sum of x is equal to y.
I know the analytic solution for some low y values and I use those as a guess. When look at what fmincon puts into my function, I see that it doesn't put my guess value in to it. And it does not reach my guess values, so it reaches some kind of local minimum. Why is fmincon being stubborn and why doesn't it use my guess values?
4 commentaires
Mahdi
le 13 Juin 2014
Have you tried using a value slight bigger than zero? Like 0.00000001, does the same problem happen?
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Matt J
le 13 Juin 2014
Modifié(e) : Matt J
le 13 Juin 2014
The 'interior point' algorithm would ignore your initial guess when AlwaysHonorConstraints='bounds', which is the default. Then, it needs to find a starting point in the interior of your bound constraints. Hence,
x0 = [50 1 1 1 1 1]
is a valid candidate.
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