Re: fmincon, help please

"John D'Errico" <woodchips@rochester.rr.com> wrote in message <ms80rn$5m9$1@newscl01ah.mathworks.com>...
> "Ganesh Ramkumar" wrote in message <ms7kv3$9s4$1@newscl01ah.mathworks.com>...
> > Hi,
> >
> > I am trying to calculate the minimum of a function with multiple variables, the only constraints I have are the upper and lower bounds of the variables. The problem I am having is that fmincon does not change the input value from the initial guess value I give it.
> >
> > This is the output I get:
> >
> > initGuess =
> >
> > 0.6159
> >
> >
> > x =
> >
> > 0.6159
> >

> > x =
> >
> > 0.6159
> >
> >
> > Initial point is a local minimum that satisfies the constraints.
> >
> > Optimization completed because at the initial point, the objective function is non-decreasing
> > in feasible directions to within the selected value of the function tolerance, and
> > constraints are satisfied to within the selected value of the constraint tolerance.
> >
> > <stopping criteria details>
> >
> > This is my call to fmincon:
> > A = [];
> > b = [];
> > Aeq = [];
> > beq = [];
> > lb = 0;
> > ub = 1;
> > initGuess = 0.6159;
> > options = optimset('TolX',1e-12,'TolCon',1e-12,'TolFun',1e-12,'Algorithm','interior-point');
> > [optAM,optBC] = fmincon(@(x) cmpBC(x,epochDate,epochDate2,root,rvfm),[initGuess],A,b,Aeq,beq,lb,ub,nonlcon,options);
> >
> > I tried multiple initial guesses and the same thing happens, please help not sure how fix this.
>
> The parameters used to call it, as well as your
> initial guess are essentially irrelevant, because we
> have absolutely NO idea what your function does
> or how it is written.
>
> The crystal ball is so foggy some days.
>
> However, a likely reason for why this might happen
> is that your function is piecewise constant. Effectively,
> I'd bet that somewhere inside the function, you
> essentially round something to integer form, or do
> something equivalently bad. Of course this must cause
> fmincon to fail, since that code presumes a differentiable
> objective. That requirement fails if you have done as
> I expect.
>
> Oh, one other thing. Why, for a one variable problem,
> are you bothering to use fmincon, when fminbnd is far
> easier to use? It too will have some issues with a
> function as I conjecture you have.
>
> John

Hi John,

I initially had it as multiple variable function and it was giving me the issue mentioned above. So I tried it with one variable and the issue persists.

My actual function is:
function output = computeBC(x,epochDate,epochDate2,root,rvfm)


epochDate = getNewTime(epochDate,x(2),'millisecond');
epochDate2 = getNewTime(epochDate2,x(3),'millisecond');


cmdParamString = ['HPOP */Satellite/COMDEV_Sat Drag On 2.2 ' num2str(x(1)) ' "NRLMSISE 2000" File "C:\Program Files (x86)\AGI\STK 10\Data\sw20100101.txt"'];


root.ExecuteCommand(cmdParamString);

cmd = horzcat('Propagate */Satellite/COMDEV_Sat', ' "', epochDate, '" "', epochDate2,'"');
root.ExecuteCommand(cmd);
cmd = 'Report_RM */Satellite/COMDEV_Sat Style "J2000 Position Velocity"';
variableB = root.ExecuteCommand(cmd);
theSize = variableB.count;
posArray2=variableB.Item(theSize-2);

C = strread(posArray2,'%s','delimiter',',');


output = norm([str2num(C{2})-rvfm(1) str2num(C{3})-rvfm(2) str2num(C{4})-rvfm(3)]);%converted propagated results to km first then find error

end

when I call fmincon:
 A = [];
> > b = [];
> > Aeq = [];
> > beq = [];
> > lb = [0;-50;-50];
> > ub = [1,50,50];
> > initGuess = [0.6159,0,0];
> > options = optimset('TolX',1e-12,'TolCon',1e-12,'TolFun',1e-12,'Algorithm','interior-point');
 [optAM,optBC] = fmincon(@(x) cmpBC(x,epochDate,epochDate2,root,rvfm),initGuess,A,b,Aeq,beq,lb,ub,nonlcon,options);