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change stepsize of fmincon

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Heiko Scholz
Heiko Scholz 2019 年 2 月 21 日
回答済み: Alan Weiss 2019 年 2 月 21 日
I am using fmincon to optimize the result of a unknown executable function (function.exe).
Fmincon changes the variables in the size of 1e-3 ~ 1e-4. But the result of the function leads to the same result. I'm sure that the changes are within the rounding tolerance of output of the function. How can i change the settings of fmincon to use a larger step size.
I already tried 'OptimalityTolerance', 'FiniteDifferenceStepSize' and 'DiffMinChange'. Non of them changed the stepsize of the variation of the variables.

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Alan Weiss
Alan Weiss 2019 年 2 月 21 日
See Set Larger Finite Differences. Also, check that your function returns different values for different inputs.
Alan Weiss
MATLAB mathematical toolbox documentation

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