Interior-point algorithm vs SQP algoritm
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Hi, I am running an optimal design problem by using fmincon with sqp algorithm and interior-point algorithm. SQP algorithm was found the optimal and the exit message was (Local minimum found) while interior-point algorithm was given an exit flag (2) with exit message (Local minimum possible). So I used the optimum value which is given from SQP and re-run interior-point algorithm , but I still get tha same message (Local minimum possible). Why sqp was found the optimal wile interior-point algorithm did not? Thanks to all in advance.
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Accepted Answer
Alan Weiss
on 8 Jul 2015
Perhaps you are running into an inaccuracy due to using an interior-point method, or perhaps your problem has very high curvature or some other irregularity. It is hard to know based on the information you supplied.
Did you check the value that the interior-point algorithm gave? Was it unsatisfactory? Did you consult the documentation on Local Minimum Possible? It might give you some ideas about what is going on.
Good luck,
Alan Weiss
MATLAB mathematical toolbox documentation
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