Using fmincon with Matlab 2010 and 2016 returns different results

I ran a code I used on a previous version of Matlab (2010) on the latest version (2016), but the results I got are different.

I need the code to find the parameters of a certain density function, using the maximum likelihood estimation. So I decided to use fmincon. The code I wrote is exactly the same on both Matlab versions, and so are the data I used. However, on the 2010 version I obtain a certain x vector and on the 2016 version I obtain a different one, even after having specified the same optimoptions in both versions.

Why is that so?

Answer 1

[Walter Roberson]

There are a number of different possibilities, including different default algorithms, differences in linear algebra libaries, and accumulation of round-off differences.

Does your function have some steep gradients? Exploration of those could be affected by round-off differences.