Quadprog solver stalled, constraints satisfied.

H is a 400 x 400 symmetric matrix, when I use

quadprog(H,-f, Aieq, zeros(PreL_max,1),[],[],[],[],[],optimoptions('quadprog','Display','final','ConstraintTolerance',1e-12));

I got

"Solver stalled, constraints satisfied.

quadprog stopped because the size of the current step is less than

the value of the step size tolerance and constraints are

satisfied to within the value of the constraint tolerance."

However, if I use

quadprog(H,-f, Aieq, zeros(PreL_max,1));

I got

"Minimum found that satisfies the constraints.

Optimization completed because the objective function is non-decreasing in

feasible directions, to within the value of the optimality tolerance,

and constraints are satisfied to within the value of the constraint tolerance."

Why I have different output?

Answer 1

[Matt J]

Well, because in the first case you are using a non-default ConstraintTolerance, of course. That changes the conditions when the quadprog stops iterating.