Why function value increases in fmincon?

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Byung-Kun Rhee
Byung-Kun Rhee le 6 Juin 2017
Commenté : Byung-Kun Rhee le 6 Juin 2017
I am estimating parameter values that minimizes the objective function. But iteration results show that function values of iteration counts sometimes increases. Below are the output of each stage. As you see, iteration 0 has the lowest f(x) and after that it kind of oscilating.
Question 1: Is it normal? Or should I kill it? (It is still running!) Question 2: I let matlab print function value each time it enters the function. Even before the iteration 0, I saw a function value (0.0068810247341) smaller than the value reported in Iter 0 below (6.881026e-03). Why does this happen?
First-order Norm of
Iter F-count f(x) Feasibility optimality step
0 6 6.881026e-03 0.000e+00 9.440e-02
1 12 1.388225e-01 0.000e+00 9.763e-01 3.423e-01
2 18 3.454902e-02 0.000e+00 1.529e-01 2.966e-01
3 24 2.840788e-02 0.000e+00 1.804e-01 4.293e-01
4 30 2.293784e-02 0.000e+00 1.141e-01 1.078e+00
5 36 1.884519e-02 0.000e+00 1.156e-01 2.076e+00
6 42 2.036587e-02 0.000e+00 1.235e-01 1.908e+00
7 48 3.710619e-02 0.000e+00 1.308e-01 3.064e+00
8 55 8.061270e-02 0.000e+00 1.469e-01 7.555e+00
9 62 9.708605e-02 0.000e+00 1.967e-01 1.184e+01
10 69 5.904960e-02 0.000e+00 1.232e-01 1.158e+01
11 75 3.024435e-02 0.000e+00 9.845e-02 5.270e+00
12 81 2.043228e-02 0.000e+00 2.947e-02 1.795e+00
13 87 1.728052e-02 0.000e+00 6.405e-03 1.288e+00
14 93 1.697164e-02 0.000e+00 2.939e-03 4.742e-01
15 99 1.696332e-02 0.000e+00 2.750e-03 5.989e-02

Réponses (1)

Walter Roberson
Walter Roberson le 6 Juin 2017
The most common cause of that is that the newer position has less constraint violation
  1 commentaire
Byung-Kun Rhee
Byung-Kun Rhee le 6 Juin 2017
Thanks Walter. But I checked my constrant, it is not violated in most of the parameter points that fmincon tries.

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