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How to change the step size for fmincon?

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Nathan Batta
Nathan Batta on 29 Sep 2020
Edited: Mario Malic on 1 Oct 2020
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
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Mario Malic
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.

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