fmincon using Interior-point method can not find the convergence
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Commented: Chantrea Lean on 5 May 2015
I am working on a nonlinear programming for structural optimization. Is there any public Matlab code that I can use to run a nonlinear programming problem by using Interior point method? Is optimization toolbox in Matlab able to solve the nonlinear programming problem by using Interior point method? I tried fmincon but it does not converge.the result appear "Local minimum possible. Constraints satisfied" fmincon stopped because the size of the current step is less than the selected value of the step size tolerance and constraints are satisfied to within the default value of the constraint tolerance.so i try to adjust the TolX,TolCon,MaxIter,MaxFunEval,...but i still can not get the expected results.so can you suggest me some idea?
thank you very much
Alan Weiss on 5 May 2015
Yes, the fmincon 'interior-point' algorithm is, as the name implies, an interior-point algorithm. The exit message you quote does NOT imply that fmincon did not converge, but rather that it converged to something that may well be a valid solution, but the first-order optimality conditions are not satisfied to within the TolFun tolerance.
If you are unsure whether the results you obtain are valid, try the suggestions in the documentation, especially the ones When the Solver Might Have Succeeded and When the Solver Succeeds.
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