title: Is normalization useful/necessary in optimization?
body: <p>I am trying to optimize a device design using Matlab optimization toolbox (using the <code>fmincon</code> function to be precise). To get my point across quickly I am providing a small variable set {l_m, r_m, l_c, r_c} which at it's starting value is equal to {4mm, 2mm, 1mm, 0.5mm}.</p>
  
  <p>Though Matlab doesn't specifically recommend normalizing the input variables, my professor advised me to normalize the variables to the maximum value of {l_m , r_m, l_c, r_c}. Thus the variables will now take values from 0 to 1 (instead of say 3mm to 4.5mm  in the case of l_m). Of course I have to modify my objective function to convert it back to the proper values and then do the calculations. </p>
  
  <p>My question is: do optimization functions like <code>fmincon</code> care if the input variables are normalized? Is it reasonable to expect change in performance on account of normalization? The point to be considered is how the optimizer varies variables like say l_m — in one case it can change it from 4mm to 4.1mm and in the other case it can change it from 0.75 to 0.76.</p>