Does
display the absolute value of the function?
I'm working on a maximization problem with fminsearch, therefore I put a
minus sign in front of my function, for the minimizer to work in my case.
The function is a probability and is always positive. I then pass the
function to a handle and finally I use the handle in fminsearch for the
minimization.
I set the Display option to iter to observe what is going on. However, the
value displayed is positive. Is this done for a particular reason, or am I
assuming something incorrectly?
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Giovanni Ciriani - Windows 10, Octave 4.2.1, configured for x86_64-w64-mingw32
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Not exactly, it seems a bit odd to me, but it displays the negative function value due to the minimization direction of the underlying Nelder-Mead simplex method. See the source
and additionally line 254 (direction) and line 285 (output for `optimset ("display", "iter")`).
In the following example everything must be positive, but the function values are displayed with negative sign:
[xmin, fval] = fminsearch (@(x) sum(x.^2), [1 0], optimset ("display", "iter"))
On the other hand, here the function values of the last iterates must be negative, but are displayed as positive:
[xmin, fval] = fminsearch (@(x) sum(x.^2) - 1, [1 0], optimset ("display", "iter"))
HTH,
Kai