GlobalSearch and fmincon options
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I use GlobalSearch for minizing a function. I use fmincon as the solver. Does using fmincon as the solver mean that I can make use of all options available for fmincon when using GlobalSearch. I wanted to make use of the option 'FunValCheck' using the options specification as
options = optimset('GradObj','off','MaxFunEvals',10000,'Display','on','DerivativeCheck','off','Algorithm','sqp','TolFun',1e-9,'TolX',1e-9,'Display','iter','FunValCheck','on');
However, in this case I do not obtain the vector of parameters minimizing the function, which I call theta_hat. I get what is below, whereas if I do not use 'FunValCheck' I obtain the theta_hat.
Num Pts Best Current Threshold Local Local
Analyzed F-count f(x) Penalty Penalty f(x) exitflag Procedure
Iter Func-count Fval Feasibility Step Length Norm of First-order
0 6 2.635536e+05 0.000e+00 1.000e+00 0.000e+00 8.771e+05
0 6 -10 Initial Point
GlobalSearch encountered failures in the user provided functions.
The local solver ran once and it failed in a user supplied function.
Matt J on 6 Sep 2021
The FunValCheck option is intended to abort the optimization if your objective function code does not return a valid value. It appears that that has occurred, just as it was designed.