Is it guaranteed that "fmincon" in MATLAB can uniquely find the minimizer of a convex optimization problem? As I see, it heavily depends on the initial point and finds just a local min (if it can).
Thanks.
2026-03-25 12:47:17.1774442837
Solve Convex Optimization Using MATLAB's `fmincon()` Function
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The MATLAB's
fmincon()function uses Interior Point Method or Trust Region (There also other methods) in order to solve Constrained Optimization problems.In any case it uses either 1st Order or 2nd Order information on the function in order to converge into a stationary point.
Since it uses the Derivative / Hessian it is assumed the objective function and constraints to be smooth.
Given that it is guaranteed to find a stationary point.
In case the problem is also convex the stationary point it the optimal (globally) point.