Does fmincon do any scaling?

I have an unconstrained minimization problem. I can solve it using fminunc; however, when I try to solve it using fmincon or knitromatlab I get the following message after the second iteration:

"Optimization terminated: first-order optimality measure less than options.TolFun and maximum constraint violation is less than options.TolCon."

Why does fminunc work while fmincon stops at the second iteration (the tolerance parameters are the same)? I'm thinking fmincon does some sort of scaling and this is causing problems, but it's just a guess

Answer 1

[Alan Weiss]

What makes you think that fmincon did not solve the problem? The exit message you report indicates that it found a solution. Perhaps fminunc found a better solution, but that doesn't mean that fmincon didn't find a local solution. See When the Solver Succeeds.

By the way, the exit message also indicates that you have a fairly old version of MATLAB. The exit messages were rewritten for clarity in R2009a.

Alan Weiss

MATLAB mathematical toolbox documentation