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fmincon exitflag=5

Asked by Tan Edwin on 12 Feb 2011
"Optimization terminated: magnitude of directional derivative in search direction less than 2*options.TolFun and maximum constraint violation is less than options.TolCon."
got this error (exitflag=5) when i tried to optimize my problem with fmincon. Does this mean the value obtained is not the optimum solution??
I have tried optimizing the same problem in Excel and it actually gave the same answer as that obtained MATLAB.

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1 Answer

Walter Roberson
Answer by Walter Roberson
on 12 Feb 2011
 Accepted Answer

That exit status means that it found a feasible point (according to the constraints) where the surface was flat to within the tolerance option. There might be a better point but the search algorithm cannot tell which direction it might lie in.
Please remember that fmincon never promises the optimal solution, just a local optimum. You need the tools from the Global Optimization Toolbox for global optimums.

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