Hello,
I am using the function 'Fmincon' for an iterative optimization problem.
While selecting the upper and lower bounds, I start with the widest range of values for the tobeoptimized variable vector i.e. x.
But when I further reduce the range of values for the bounds but keep them in the set of prior wider range of values, I get a smaller value of my objective function/performance index than the one I was getting with the wider range of values.
For example:
Bounds:
lb=[0.0006, 200, 1200, 0.002, 0.05, 0.75,0.75];
ub=[0.0015, 750, 600, 0.005, 0.51,1.25,1.25];
yield the minimized function value as 6.0926e008.
But bounds
lb=[0.0006, 200, 1200, 0.0034, 0.45, 0.75,0.75];
ub=[0.0009, 750, 600, 0.0035, 0.51,1.25,1.25];
yield the minimized function value as 1.5086e010 which is lesser than the prior one.
I keep the initial conditions and the solver(interiorpoint) the same while doing the comparison.
I expected a larger value of the objective function while using the more constrained bounds.
Can anybody please explain why this is happening or where I might be going wrong?
Thanks a lot!
Sai
