Fmincon active-set solver

Hello everyone,

I have a problem regarding one of the solvers of fmincon.

This is the example from the matlab documentation for solving a constrained optimiziation problem:

fun = @(x)100*(x(2)-x(1)^2)^2 + (1-x(1))^2;
A = [];
b = [];
Aeq = [];
beq = [];
lb = [];
ub = [];
nonlcon = @unitdisk;
x0 = [0,0];
options = optimoptions('fmincon','Display','iter','Algorithm','sqp');
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)

function [c,ceq] = unitdisk(x)
c = x(1)^2 + x(2)^2 - 1;
ceq = [];
end

And I get the following:

Iter Func-count Fval Feasibility Step Length Norm of First-order

step optimality

0 3 1.000000e+00 0.000e+00 1.000e+00 0.000e+00 2.000e+00

1 12 8.913011e-01 0.000e+00 1.176e-01 2.353e-01 1.107e+01

2 22 8.047847e-01 0.000e+00 8.235e-02 1.900e-01 1.330e+01

3 28 4.197517e-01 0.000e+00 3.430e-01 1.217e-01 6.172e+00

4 31 2.733703e-01 0.000e+00 1.000e+00 5.254e-02 5.705e-01

5 34 2.397111e-01 0.000e+00 1.000e+00 7.498e-02 3.164e+00

6 37 2.036002e-01 0.000e+00 1.000e+00 5.960e-02 3.106e+00

7 40 1.164353e-01 0.000e+00 1.000e+00 1.459e-01 1.059e+00

8 43 1.161753e-01 0.000e+00 1.000e+00 1.754e-01 7.383e+00

9 46 5.901601e-02 0.000e+00 1.000e+00 1.547e-02 7.278e-01

10 49 4.533081e-02 2.898e-03 1.000e+00 5.393e-02 1.252e-01

11 52 4.567454e-02 2.225e-06 1.000e+00 1.492e-03 1.679e-03

12 55 4.567481e-02 4.406e-12 1.000e+00 2.095e-06 1.501e-05

13 58 4.567481e-02 0.000e+00 1.000e+00 2.159e-09 1.511e-05

Local minimum possible. Constraints satisfied.

fmincon 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.

<stopping criteria details>

If I change the code to:

fun = @(x)100*(x(2)-x(1)^2)^2 + (1-x(1))^2;
A = [];
b = [];
Aeq = [];
beq = [];
lb = [];
ub = [];
nonlcon = @unitdisk;
x0 = [0,0];
options = optimoptions('fmincon','Display','iter','Algorithm','active-set');
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)

function [c,ceq] = unitdisk(x)
c = x(1)^2 + x(2)^2 - 1;
ceq = [];
end

And I get the following:

Not enough input arguments.

Error in nlconst (line 104)

f = fval;

Error in fmincon (line 785)

nlconst(funfcn,X,l,u,full(A),B,full(Aeq),Beq,confcn,options,defaultopt, ...

So my question is, what I am doing wrong?

[Aditya]

Hi Sven,

I understand that you are encountering an error when changing the solver for the “fmincon” function. I have executed both code snippets you provided in MATLAB R2020a, and I did not encounter the same error. The 'active-set' algorithm worked as expected and found a solution to the optimization problem.

Please confirm the version of MATLAB you are using, as the behavior of “fmincon” and its algorithms can differ between versions. If you are using a version older than R2020a, there may be differences that could explain the error.

If your MATLAB installation is not up to date, I recommend updating it to the latest service pack or patch. This could resolve unexpected behavior due to software bugs. Additionally, double-check that the code you are running is identical to the code snippet provided and that there are no typos or alterations.

Hope this helps!