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Solver ignores my guess

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Tim
Tim on 13 Jun 2014
Edited: Matt J on 13 Jun 2014
I am using a the constrained solver fmincon with 2 constrains: all values of x >= 0 and the sum of x is equal to y.
I know the analytic solution for some low y values and I use those as a guess. When look at what fmincon puts into my function, I see that it doesn't put my guess value in to it. And it does not reach my guess values, so it reaches some kind of local minimum. Why is fmincon being stubborn and why doesn't it use my guess values?
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Mahdi
Mahdi on 13 Jun 2014
Have you tried using a value slight bigger than zero? Like 0.00000001, does the same problem happen?
Matt J
Matt J on 13 Jun 2014
Edited: Matt J on 13 Jun 2014
What is the the value of y? 50?
What is the final value of x that fmincon returns?
What is the value of the 3rd output argument "exitflag"?
What options are you passing to fmincon (TolCon, TolFun, Algorithm, etc...)?

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Accepted Answer

Matt J
Matt J on 13 Jun 2014
Edited: Matt J on 13 Jun 2014
The 'interior point' algorithm would ignore your initial guess when AlwaysHonorConstraints='bounds', which is the default. Then, it needs to find a starting point in the interior of your bound constraints. Hence,
x0 = [50 1 1 1 1 1]
is a valid candidate.
  1 Comment
Tim
Tim on 13 Jun 2014
Thanks for your help! At the end, I changed a lot of the tolerance options which resulted in a final solution that was acceptably close to my initial guess.

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