Matlab optimization module problem
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I am using matlab R2016a. I am using optimization module for my application
trying to find the minimum in my function (below is the main optimization
lines). There are two variables that I'm interested to optimize them to
make the function minimum. The objective function has lots of local
minimums. Unfortunately each run gave me different variables. Sometimes
there's 30% or more difference between runs results. And sometimes the
optimization module get stuck in one of the local minimums. I tried to tune
every tolerance and step size but no success so far and I don't get a
consistent final results for my two variables. Could you please help me how
can I tune the Options to have a quicker and consistent result. ; options =
optimoptions('fmincon','Display','iter','Algorithm','
sqp','MaxFunctionEvaluations',1500,'MaxIterations',1500,'
ConstraintTolerance',1.0e-10,'OptimalityTolerance',1.0e-10,'StepTolerance',1.0e-10);;
estparam=fmincon(@objfun,estparam0,A,b,Aeq,beq,lb,ub,[],options)
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