MATLAB Answers

yp78
0

fmincon optimization option settings

yp78
さんによって質問されました 2019 年 1 月 7 日
最新アクティビティ yp78
さんによって コメントされました 2019 年 1 月 8 日
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 件のコメント

Torsten
2019 年 1 月 7 日
Without seeing your problem code: no, we can't.

サインイン to comment.

1 件の回答

Alan Weiss
回答者: Alan Weiss
2019 年 1 月 7 日

To address this kind of issue, see Converged to an Infeasible Point.
Alan Weiss
MATLAB mathematical toolbox documentation

  1 件のコメント

yp78
2019 年 1 月 8 日
Thank you Alan, the documentation looks useful. I will try several different methods introduced there.

サインイン to comment.



Translated by