Filter löschen
Filter löschen

fmincon optimization option settings

1 Ansicht (letzte 30 Tage)
yp78
yp78 am 7 Jan. 2019
Kommentiert: yp78 am 8 Jan. 2019
I am trying to optimize a function with linear and non-liner constraints. When I run the fmincon code it returns the following message, hence I fail to optimize the problem.
Converged to an infeasible point.
fmincon stopped because the size of the current step is less than
the selected value of the step size tolerance but constraints are not
satisfied to within the selected value of the constraint tolerance.
I tried to play around the optional settings following the documentation here: Tolerances and Stopping Criteria, however I still get the same message.
In particular, I changed the 'StepTolerance' smaller, 'ConstraintTolerance' and 'OptimalityTolerance' bigger than the default values.
Could anyone please help me to obtain an optimal solution without the error essage?
  1 Kommentar
Torsten
Torsten am 7 Jan. 2019
Without seeing your problem code: no, we can't.

Melden Sie sich an, um zu kommentieren.

Antworten (1)

Alan Weiss
Alan Weiss am 7 Jan. 2019
To address this kind of issue, see Converged to an Infeasible Point.
Alan Weiss
MATLAB mathematical toolbox documentation
  1 Kommentar
yp78
yp78 am 8 Jan. 2019
Thank you Alan, the documentation looks useful. I will try several different methods introduced there.

Melden Sie sich an, um zu kommentieren.

Produkte


Version

R2018b

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by