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GlobalSearch and fmincon options

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Snoopy on 5 Sep 2021
Answered: Matt J on 6 Sep 2021
I use GlobalSearch for minizing a function. I use fmincon as the solver. Does using fmincon as the solver mean that I can make use of all options available for fmincon when using GlobalSearch. I wanted to make use of the option 'FunValCheck' using the options specification as
options = optimset('GradObj','off','MaxFunEvals',10000,'Display','on','DerivativeCheck','off','Algorithm','sqp','TolFun',1e-9,'TolX',1e-9,'Display','iter','FunValCheck','on');
However, in this case I do not obtain the vector of parameters minimizing the function, which I call theta_hat. I get what is below, whereas if I do not use 'FunValCheck' I obtain the theta_hat.
Num Pts Best Current Threshold Local Local
Analyzed F-count f(x) Penalty Penalty f(x) exitflag Procedure
Iter Func-count Fval Feasibility Step Length Norm of First-order
step optimality
0 6 2.635536e+05 0.000e+00 1.000e+00 0.000e+00 8.771e+05
0 6 -10 Initial Point
GlobalSearch encountered failures in the user provided functions.
The local solver ran once and it failed in a user supplied function.
ans =
theta_hat =
  1 Comment
Alan Weiss
Alan Weiss on 6 Sep 2021
I do not understand what you are trying to do by using the FunValCheck option. Please explain why you want to use it, what you hope to accomplish.
Alan Weiss
MATLAB mathematical toolbox documentation

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Answers (1)

Matt J
Matt J on 6 Sep 2021
The FunValCheck option is intended to abort the optimization if your objective function code does not return a valid value. It appears that that has occurred, just as it was designed.

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