fmincon does not progress first and then progress but at a rather slow rate

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shuhao zeng
shuhao zeng 2019 年 8 月 6 日
回答済み: Alan Weiss 2019 年 8 月 7 日
I use fmincon to solve an optimization problem. However, as fig.1 shows, at first, the objective value increases and the first-order optimality increases, which indicates that fmincon does not progress. After around 500 iterations, fmincon begins to progress (decreased objective value, decreased first-order optimality and remaining feasible), but the converge rate is rather low, just refer to the figure 2, it does not converge after 2000 iterations. I wonder if anyone has come up with these situations, and how do you solve it?
Figure 1
Figure 2
Thanks a lot!

回答 (1 件)

Alan Weiss
Alan Weiss 2019 年 8 月 7 日
I have no details about what your objective function or constraints look like, so cannot offer any specific advice. For general advice, see Solver Takes Too Long.
Alan Weiss
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