patternsearch - ignoring TolFun

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William
William on 19 Oct 2011
I have a detailed function which I'm trying to optimise. The first step is to use patternsearch from the global optimisation toolbox. Within the options structure I've passed in parameter values TolX = 0.01 and TolFun = 0.01. I've verified that these are indeed the values within the option structure at the point where patternsearch is called. However, this is the information it then outputs:
Iter f-count f(x) MeshSize Method
0 1 2.78578e-007 1
1 2 2.78578e-007 0.5 Refine Mesh
2 6 2.78578e-007 0.25 Refine Mesh
3 10 2.78578e-007 0.125 Refine Mesh
4 14 2.78578e-007 0.0625 Refine Mesh
5 18 2.78578e-007 0.03125 Refine Mesh
6 21 1.56899e-007 0.0625 Successful Poll
7 25 1.56899e-007 0.03125 Refine Mesh
8 30 1.56899e-007 0.01563 Refine Mesh
9 35 5.555e-008 0.03125 Successful Poll
10 39 5.555e-008 0.01563 Refine Mesh
11 44 5.555e-008 0.007813 Refine Mesh
Optimization terminated: change in X less than options.TolX.
The values of f(x) (let alone the changes in f(x)) are well below the tolerance level, but the optimisation doesn't terminate until TolX is breached. Does anyone have any ideas as to why this would be the case?

Answers (1)

Grzegorz Knor
Grzegorz Knor on 16 Nov 2011
Algorithm stops when change in the objective function in two consecutive iterations and the mesh size are both less than Function tolerance.
So result is correct, in 11 iteration change in the objective function and mesh size are both less than 0.01.

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