How to use fmincon's constraintviolation option
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Hello there,
I'm trying to use fmincon for an optimization problem.
I use Nonlinear constraints and my function returns a ceq value. This however is not "0" it is 0.0014693, hence fmincon will give me an exitflag of -2 (no feasible point was found). I then try to use the 'ConstraintTolerance' option (which by default is 1e-6) and put it to 0.01. However, still no feasible solution could be found (now the ceq value is 0.0012396).
Can you tell me what I'm doing wrong?
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Torsten
2023년 4월 17일
이동: Matt J
2023년 4월 17일
Can you tell me what I'm doing wrong?
You try to betray yourself that your problem has a solution. But it has none.
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Torsten
2023년 4월 17일
편집: Torsten
2023년 4월 17일
ConstraintTolerance is defined as:
ConstraintTolerance is an upper bound on the magnitude of any constraint functions. If a solver returns a point x with c(x) > ConstraintTolerance or |ceq(x)| > ConstraintTolerance, the solver reports that the constraints are violated at x. ConstraintTolerance can also be a relative bound. See Tolerance Details.
We cannot tell you more than this.
To diagnose why you get an exitflag of -2 although you set the constraint tolerance to 0.01 and the real error in the constraint is only 0.0012396 - we are not able to without your code. Maybe another constraint is now violated. Or the solver takes the relative error instead of the absolute error.
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