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fmincon does not progress first and then progress but at a rather slow rate

Asked by shuhao zeng on 6 Aug 2019
Latest activity Answered by Alan Weiss
on 7 Aug 2019
I use fmincon to solve an optimization problem. However, as fig.1 shows, at first, the objective value increases and the first-order optimality increases, which indicates that fmincon does not progress. After around 500 iterations, fmincon begins to progress (decreased objective value, decreased first-order optimality and remaining feasible), but the converge rate is rather low, just refer to the figure 2, it does not converge after 2000 iterations. I wonder if anyone has come up with these situations, and how do you solve it?
Figure 1
Figure 2
Thanks a lot!

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1 Answer

Answer by Alan Weiss
on 7 Aug 2019

I have no details about what your objective function or constraints look like, so cannot offer any specific advice. For general advice, see Solver Takes Too Long.
Alan Weiss
MATLAB mathematical toolbox documentation

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