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Subject: Re: correct objective function for fmincon
Date: Fri, 21 Nov 2008 21:21:02 +0000 (UTC)
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"Dmytro Vasylenko" <dmytre@mathworks.com> wrote in message <gg4mbo$rpr$1@fred.mathworks.com>...
> After the first iteration in fmincon I receive a gradient=0 and the answer:
>  "Optimization terminated: first-order optimality measure less
>  than options.TolFun and maximum constraint violation is less
>  than options.TolCon.
> No active inequalities."
> 
> My objective function is not Matlab code , the Matlab code is simply calling an external executable and feeds the results to the optimizer. I knew already an optimum solution and try to set the starting guess near this value. But it doesn't help.
> 


Hi Dmytro,

I am pretty interesting in how you 'feeds" results to the optimizer.
I do not know how to use fmincon with discrete values because I have no model and analytical expression inm ycase.
Are you in the same situation?
Could you explain ,me how you deal with fmincon without using an analytical expression?

Loic