Re: fmincon, help please

On 9/2/2015 9:42 PM, Ganesh Ramkumar wrote:
> "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);
>

While I cannot run your script, I suspect that John is correct, and that
your function is not sensitive to small changes in x.

Like him, I suggest that you try fminbnd first.

Additionally, you could try some of the suggestions for finite
differencing problems in the documentation:
http://www.mathworks.com/help/optim/ug/optimizing-a-simulation-or-ordinary-differential-equation.html#btfl_2e

Good luck,

Alan Weiss
MATLAB mathematical toolbox documentation