I’m running a couple of optimizers, like Simulated Annealing, fminsearch, fminunc on MATLAB. How can I state in the optimizers that I don’t want them to run into “regions” of complex numbers? For example, I’m evaluating a log likelihood and the fminsearch and the Annealing are reporting maximized likelihood with imaginary parts. I don’t want to restart the optimizer (meaning I don’t need a statement like “while … is complex, repeat”, I just need the optimizer to obey something like:
Don’t get into complex regions or, if you do get in those regions, get back and go somewhere else.
Thanks a lot!
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