MaxFunEvals fmincon default option

Good evening to everyone, I would like to know how I can chang the MaxFunEvals number using fmincon. Before calling the optimization algorithm I use:

options= optimoptions(@fmincon,'Display','final','MaxIter',1000,'MaxfunEvals',5000,'TolFun',1e-4,'TolCon',1e-6,'TolX',1e-6);

and then in fmincon I use options, but when I run the code I get the following message:

fmincon stopped because it exceeded the function evaluation limit,

options.MaxFunctionEvaluations = 3000 (the default value).

Thank you so much,

Alesandra

[Star Strider]

When I run the line you posted, it definitely shows that 'MaxFunctionEvaluations' has been set to 5000.

We would have to see the rest of your code (or at least the relevant parts of it) to see if we can detect tthe problem.

[Alessandra Costa]

Thank you for the answer. What do you mean with "the relavant parts of it"?

Answer 1

[Steven Lord]

Your code that creates the optimoptions object looks correct though if you're using release R2016a or later you may want to switch to the current names listed on this documentation page. [That documentation page states that the optimoptions function accepts either legacy or current names.] In particular, 'MaxFunEvals' was changed to 'MaxFunctionEvaluations'.

options= optimoptions(@fmincon,'Display','final','MaxIter',1000,...
         'MaxfunEvals',5000,'TolFun',1e-4,'TolCon',1e-6,'TolX',1e-6);

Can you show you call to fmincon? I suspect you're not passing the options into fmincon correctly (or at all.) The optimoptions function creates an object specifying the options, it does not change the options globally for all fmincon calls in the future. [I've seen a number of cases in the past where users held that belief, which is why I mention it.]

[Alessandra Costa]

Sorry for the late, I passed the options in this way:

[pars,log_lik,exit,output]=fmincon('f',pars,A,B1,[],[],LB,UB,[],options,data,1);

I solved by re-starting Matlab and now it seems right.