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fmincon: Is it possible to set a bound for feval?

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Jochen Schuettler
Jochen Schuettler on 8 Mar 2013
I have a problem that I run into local minima early on. This will happen all over search space. I don't know more meaningful bounds and equalities for x than I already use. But I know feval should get near to 0 with the correct solution, while it settles at power of 10. Can I set up an upper bound for feval somehow? Should I use another solver?

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Walter Roberson
Walter Roberson on 8 Mar 2013
Are you sure you mean "feval" and not "fmincon" ?

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Answers (1)

Leerrune
Leerrune on 8 Mar 2013
Edited: Leerrune on 8 Mar 2013
"feval" evaluates the function which is given. Bounds can be defined only if the given function allows. In your case "fmincon".
try "fmincon" with multiple random init. states at first. It helps in most cases. Otherwise try "pattersearch" even "Gentic Algorithm" .

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