unexpected behavior from fmincon

Hello All,

I have a large convex problem with 10066 variables. I runned the program for 500 iterations and then it stopped (I put the iteration limit to 500). It did not reach the optimum value yet. Then, I saved the solution (say x0) and rerunned the program again but now the initial point for the optimizer fmincon is the value x0 (obtained from the 500 iterations). However, now the value of the objective function fval is increasing which is wrong(it was decreasing for the 500 iterations). Any idea how to solve this issue