Clear Filters
Clear Filters

fsolve, fmincon producing different results

21 views (last 30 days)
Ara Jo
Ara Jo on 20 Sep 2021
Answered: Sargondjani on 20 Sep 2021
I am wondering how to think about fsolve and fmincon producing different results when solving the same system of nonlinear equations. To explain, fsolve finds a solution that sets x, y, z simultaneouly to zero when x, y, z are some equations.
To run the same routine in fmincon, I set the objective as [x y z]*[x y z]' to be minimized (tolerance 1e-15). And these two routines produce very different solutions, even when they start from the same initial value.
Is it the way I set the objective in fmincon that is wrong or leads to a different solution? How should I think about this? Thanks for any advice in advance!

Answers (2)

Matt J
Matt J on 20 Sep 2021
Do they both achieve the same objective value? If so, you simply have multiple solutions.

Sargondjani on 20 Sep 2021
I believe fmincon could also be stuck in a local minimum, due to the quadratic terms. This solution might not actually solve the equations.
And in addition to what Matt says: if you start fmincon from a point close to the solution of fsolve, does it converge to the same point then?
On a side note:
  • do you need fminconsince you have no constraint. Maybe fminunc suffices?
  • lsqnonlin is a special function to minimize vector valued functions in least square sense. It can also handle bounds, so this might be useful too.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!