Fmincon in Matlab 2014a

Hi, I've tried some of my code in MATLAB 2014a and many of them is not working, most are caused by fmincon function as "Error using fmincon (line 816), Hessian option set to 'on' but no Hessian function provided in options HessFcn nor in HessMult". This does not happen with previous Matlab version.

Answer 1

[Aleksandar Milchevski]

I had the same problem. I resolved it by specifying the algorithm used as trust-region-reflective i.e. adding 'Algorithm','trust-region-reflective' to the options.

Answer 2

[Waleed El-Badry]

I believe backward compatibility is one of the merits of MATLAB. Even if new implementation is applied, it is done via overloading without touching the previous implementation as long as it was correct proof.

I recommend you try an example from MATLAB examples on optimization. I'm quite certain it will work.Review your parameters

[Jonathan Pillow]

Sorry, Waleed. Matlab fails backward compatibility here. I have code with fmincon using Hessian that works for earlier releases, but now throws an error unless I add (as suggested by Aleksandar below) an extra pair of arguments to optimset.

Answer 3

[Matt J]

Set the Hessian option to 'off' if you are not providing your own routine to compute the Hessian.

Or, leave the option as is and go ahead and provide the Hessian in the form required by whatever fmincon algorithm it is you are using, see Including Derivatives.

Answer 4

[Alan Weiss]

This is happening because you are running a different algorithm than you expect. As stated in the R2014a release notes, the default fmincon algorithm changed from 'trust-region-reflective' to 'interior-point'. To choose the 'trust-region-reflective' algorithm, update your 'Algorithm' option.

Alan Weiss

MATLAB mathematical toolbox documentation