How do I interpret the results from Multistart?

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BHH
BHH 2021 年 11 月 7 日
編集済み: BHH 2021 年 11 月 8 日
I am working on replicating results from a research paper, and I have been trying to understand the associated Matlab code. How do I interpret these results from the command window? I have been searching online how to interpret these results with no success. Thanks for the help in advance.
1 out off 1
start ms GODA
Run Local Local Local Local First-order
Index exitflag f(x) # iter F-count optimality
1 -2 5.359 53 675 137.6
2 1 0.3355 94 912 9.129e-07
3 0 3.044 100 1022 646.1
4 2 5.405 36 446 35.89
5 0 0.3355 100 974 0.003064
6 2 5.405 46 545 38.45
7 0 2.212 100 1159 46.59
8 0 0.3427 100 947 0.002296
9 2 5.407 70 930 38.73
10 0 0.3547 100 1014 0.2097
11 0 2.371 100 978 199.4
12 2 0.3456 88 837 1.892e-06
13 2 5.409 38 471 24.24
14 0 0.3404 100 981 0.4935
15 0 0.3346 100 1004 0.01332
16 2 2.68 22 358 0.2705
17 2 2.248 52 800 0.04665
18 0 1.661 100 1014 7.837
19 -2 5.423 4 90 19.48
20 2 5.402 74 859 42.38
21 0 0.3341 100 1006 0.00243
22 0 1.773 100 1004 9.132
23 -2 5.416 2 52 1642
24 -2 5.417 2 31 479
25 2 5.403 91 984 75.26
26 0 2.981 100 978 834.3
27 1 0.3355 87 861 1.341e-07
28 0 0.3497 100 978 0.07815
29 0 2.33 100 1126 271.2
30 2 5.409 55 692 34.38
31 2 5.405 71 784 38.15
32 0 0.3359 100 998 0.03016
33 2 1.564 73 810 0.3818
MultiStart stopped because maximum time was exceeded.
MultiStart called the local solver 34 times before exceeding
the clock time limit (MaxTime = 600 seconds).
14 local solver runs converged with a positive local solver exit flag.

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Alan Weiss
Alan Weiss 2021 年 11 月 8 日
Here is how to interpret the results. I assume that the local solver is fmincon.
  • The local exitflag is the exit flag from fmincon. So in your iterative display, the first run finds no feasible point (exit flag -2). The second run has exit flag 1, a good result. Most of the exit flags are 0 or -2, meaning fmincon failed to converge to a solution. Exit flag 1 means converged to a good solution, and 2 means might have converged to a good solution.
  • Local f(x) gives the objective function value at the point where fmincon stopped. You want the lowest f(x).
  • Local #iter and local F-count report statistics about the convergence process.
  • First-order optimality gives a measure of the quality of the solution. See First-Order Optimality Measure. A measure near 0 is good, and corresponds to exit flag 1.
Alan Weiss
MATLAB mathematical toolbox documentation
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BHH
BHH 2021 年 11 月 8 日
編集済み: BHH 2021 年 11 月 8 日
Thank you so very much. :)
If fmincon failed to converge to a solution does that mean that there was no good f(x) from the the run?

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