When do we know the solver fmincon might have succeeded? From the warning information?

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I am trying to use fmincon function in MATLAB to get values for 8 variables. I get a Warning:
Warning: Your current settings will run a different algorithm (interior-point) in a future release.
> In fmincon at 509
In mytestforfmincon at 66
Local minimum possible. Constraints satisfied.
fmincon stopped because the predicted change in the objective function is less than the default value of the function tolerance and constraints are satisfied to within the default value of the constraint tolerance.
<stopping criteria details>
Active inequalities (to within options.TolCon = 1e-06):
lower upper ineqlin ineqnonlin
1 1
2
5
The fitting plot looks not bad. But I am not clear what the warning information means. Is there any thing I need to do to improve the fitting? Thanks.

Answers (1)

Matt J
Matt J on 27 Feb 2014
Edited: Matt J on 27 Feb 2014
The warning has nothing to do with the quality of the result. FMINCON has a selection of several minimization algorithms, one of them being "interior-point". The warning says that in a future version of MATLAB, your settings will force fmincon to use interior-point instead. The developers believe that to be most appropriate for the input you've given.
As for the quality of the result, you could try re-running with smaller values for the input parameters TolFun and TolX and see if it makes a big difference visually and/or in the first order optimality measure given in the 4th output argument of fmincon.

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