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.
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?