How strict are constraints in the Global Optimization Toolbox?
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Joel Marchand
am 20 Dez. 2016
Beantwortet: Walter Roberson
am 20 Dez. 2016
I am working on an optimization problem using the Global Optimization Toolbox; specifically, I am using the genetic algorithm (ga). I have some inequality constraints to help guide the optimization to physically realizable properties (for example, various thickness may not be negative). I allow for the possibility of zero thickness.
Consider the inequality Ax <= b (as in the ga documentation). If x represents three thicknesses A = [-1,0,0;0,-1,0;0,0,-1] and b = [0;0;0], then each of the three thicknesses should be allowed to go to zero but not below. However, I regularly get a thickness on the order of -1e-19 (meters) which raises an exception in my code. Note that I expect these dimensions to be on the order of millimeters to centimeters.
My question is this. Can I consider the inequality constraints, lower, and upper bounds to be strict? Is there an option that I am missing that can force these to be strict limits?
Running on MATLAB 2015B, Windows 7 Professional Service Pack 1
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David Barry
am 20 Dez. 2016
Please remove the code formatting from your question so we can read it without getting RSI from scrolling.
Akzeptierte Antwort
Walter Roberson
am 20 Dez. 2016
"The penalty algorithm uses the gacreationnonlinearfeasible creation function by default. This creation function uses fmincon to find feasible individuals. [...] You can specify tuning parameters for gacreationnonlinearfeasible using the following name-value pairs.
SolverOpts fmincon options, created using optimoptions or optimset."
"ConstraintTolerance
Tolerance on the constraint violation, a positive scalar. The default is 1e-6. See https://www.mathworks.com/help/optim/ug/tolerances-and-stopping-criteria.html Tolerances and Stopping Criteria>"
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