MATLAB：fmincon找不到最小值

Question

跑：

function test()

Aeq = ones(1,4); beq = 1;
a0 = [.2,.2,.2,.1];
[a,f] = fmincon(@ttest,a0,[],[],Aeq,beq);

结果：

Warning: Trust-region-reflective algorithm does not solve
this type of problem, using active-set algorithm. You
could also try the interior-point or sqp algorithms: set
the Algorithm option to 'interior-point' or 'sqp' and
rerun. For more help, see Choosing the Algorithm in the
documentation. 
> In fmincon at 472
  In test at 6

Local minimum found that satisfies the constraints.

Optimization completed because the objective function is non-decreasing in 
feasible directions, to within the default value of the function tolerance,
and constraints were satisfied to within the default value of the constraint tolerance.

<stopping criteria details>

我已经测试过“ ttest”，它可以正常工作.....不太了解警告信息~~为什么不起作用？

Answer 1

您的本地最小化成功： Local minimum found that satisfies the constraints. 。 检查a和f值。

所有警告都告诉您，默认算法不适用于您正在处理的问题，因此它将为您选择另一种算法。 请参阅底部附近的fmincon文档，以了解它可以使用的不同算法。 您可以通过明确告知要使用哪种算法来摆脱此警告：

Aeq = ones(1,4); beq = 1;
a0 = [.2,.2,.2,.1];
options = optimset('Display', 'iter', ...
                   'Algorithm', 'active-set');
[a,f] = fmincon(@ttest,a0,[],[],Aeq,beq,[],[],[],options);

我还告诉它显示其迭代，这在调试阶段一直很有用。 有关可用的各种选项，请参见此处 。