global optimization objective function greater than local optimization
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I am generating optimum parameters using fminunc with a vector of starting parameter values. I also optimize this same function using multistart from the global optimaization package. This group of parameter vectors includes my initial values used to generate the results for fminunc without multistart. I am getting a minimized objective function using 'multistart' that is higher than the one generated by minmizing the objective function using just my initial vector of parameter values.
Why might this happen?
Thanks very much.
SandeepKumar R on 5 Mar 2019
At the end of the day the value thrown by the optimizer is purely based on optimiality tolerances and not based on absolute value of the objective. For verification, you can use the start point for optimisation as the results youv'e got and compare the optimality tolerance from command window. I think tweaking tolerance may solve your problem. I am assuming your problem setup has no errors.