how to change the step tolerance or constraint tolerance in fmincon?

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Maham Arooj
Maham Arooj 2020 年 5 月 17 日
コメント済み: Maham Arooj 2020 年 5 月 22 日
I am working with fmincon and my work is to minimize the cost for t= 24 when i run my code it work for t=1 to t=17 but after that it show me the following error:
"No feasible solution found.
fmincon stopped because the size of the current search direction is less than
twice the default value of the step size tolerance but constraints are not
satisfied to within the default value of the constraint tolerance. "
how i resolve this problem please help me.....
Thank You!!!!

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Sai Bhargav Avula
Sai Bhargav Avula 2020 年 5 月 17 日
編集済み: Sai Bhargav Avula 2020 年 5 月 17 日
Hi,
The answer to why this occurs is explained in the following link 3rd part
You can use the optimoptions function to change the tolerance values like
options = optimset('fmincon','StepTolerance',1e-10);
fmincon(....., options);
Hope this helps!
  3 件のコメント
Sai Bhargav Avula
Sai Bhargav Avula 2020 年 5 月 17 日
I have updated the answers for better understanding. Kindly check that
Maham Arooj
Maham Arooj 2020 年 5 月 22 日
Thank you!!!

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