How to change the step size for fmincon?
9 views (last 30 days)
Show older comments
Hello! I am trying to use fmincon to optimize some weights for an MPC controller. The weights can vary from about 0 to 1000 but the weights only change by about 0.001 each iteration. I would like it to change by whole numbers. I have tried to adjust FiniteDifferenceStepSize and DiffMinChange but have had no luck yet. Does anyone have experience with this? Thank you!
Nathan
7 Comments
Mario Malic
on 1 Oct 2020
Edited: Mario Malic
on 1 Oct 2020
Well, fmincon searches locally. Plot your fval values, do they converge, if so, then local minimum is found. This could be a good problem for ga if your function evaluations are short.
Answers (0)
See Also
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!