Processing of NaN or Inf function evaluations by fminbnd
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How are NaN or Inf function evaluations handled by fminbnd?
Per https://www.mathworks.com/help/matlab/ref/fminbnd.html , the default 'off' for FunValCheck allows fminbnd to proceed when the objective function returns a value that is complex or NaN. Under this default setting, how exaclty does it proceed when NaN is retunred? If Inf is returned by the function evaluation, does the algorithm proceed the same way as if NaN is retunred by the function evaluation?
I am interested in definitive answers, even if only partial, not speculation. Thanks.
2 Comments
Matt J
on 28 Feb 2020
Edited: Matt J
on 28 Feb 2020
I think the only why to determine that definitively is by studying the complicated innards of fminbnd.m. However, it would be a simple enough test to compare two versions of the same function -- one which returns Infs and one which returns a complex value in the same locations -- to see if they travel the same iteration sequence. If the iteration sequences are identical, I would probably be convinced that they were processed the same.
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