Why does fmincon's constrviolation converge at a specific value?

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Viswanath Hariharan
Viswanath Hariharan 2018년 7월 15일
편집: Matt J 2018년 7월 16일
This is kind of a general doubt. I am performing non linear optimization with a bunch of non linear inequality constraints, linear equality and inequality constraints. The constrviolation field of fmincon's output in my problem converges at 0.05 no matter where its initial value is. What might be the reason for this? What are some possible places in my code I should look at to correct this error to ensure a smaller value of convergence?

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Alan Weiss
Alan Weiss 2018년 7월 16일
For suggestions on trying to obtain a feasible solution, see Converged to an Infeasible Point.
Alan Weiss
MATLAB mathematical toolbox documentation

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Matt J
Matt J 2018년 7월 16일
편집: Matt J 2018년 7월 16일
You could reduce the ConstraintTolerance input parameter. You don't want to make it zero, however.

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