MATLAB Mathematics - SERC - Index of

4 Function Functions
Troubleshooting
Here is a list of typical problems and recommendations for dealing with them.
Problem
The solution found by fminbnd
or fminsearch does not appear
to be a global minimum.
Sometimes an optimization
problem has values of x for
which it is impossible to
evaluate f.
The minimization routine
appears to enter an infinite loop
or returns a solution that is not
a minimum (or not a zero in the
case of fzero).
Recommendation
There is no guarantee that you have a global minimum unless
your problem is continuous and has only one minimum.
Starting the optimization from a number of different starting
points (or intervals in the case of fminbnd) may help to locate
the global minimum or verify that there is only one minimum.
Use different methods, where possible, to verify results.
Modify your function to include a penalty function to give a
large positive value to f when infeasibility is encountered.
Your objective function (fun) may be returning NaN or complex
values. The optimization routines expect only real numbers to
be returned. Any other values may cause unexpected results.
To determine whether this is the case, set
options = optimset('FunValCheck', 'on')
and call the optimization function with options as an input
argument. This displays a warning when the objective
function returns NaN or complex values.
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