MATLAB: Fmincon local minimum message may refer to a global minimum

MATLAB: Fmincon local minimum message may refer to a global minimum

fminconoptimization

I am optimizing a convex problem. fmincon returns the message: “A local minimum has been found”. I just want to make sure that this is a normal message to return, even when in fact, the minimum is global.

Best Answer

  • If it KNEW the solution was a local minimum versus a global one, then why would it not return the global solution?
    No, fmincon cannot KNOW if a solution is a global one. When it terminates with that return, it claims only that the solution is locally optimal. It might be the global solution. Hey! You never know!
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