fmincon output is converging to infeasible point
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I am getting an output that is correctly following lower bound and upper bound but is not satisfying the non-linear constraint. Those values are not useful for me at all. Do let me know if you require the entire code.
m = 20
lb = zeros(m,2);
ub = ones(m,2);
Y = 0.5.*ub;
[xopt,fval] = fmincon(@getCost,Y,[],[],[],[],lb,ub,@nlcon)
function [x,n,N,S] = getCost(Y)
..............
.........
end
%Constraint function
function [c, ceq] = nlcon(Y)
[~,~,c,~] = getCost(Y);
[~,~,~,ceq] = getCost(Y);
c = ceq;
end
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Answers (1)
Alan Weiss
on 29 Jul 2020
While I don't understand your listed code at all, perhaps you will be able to solve your problem using some ideas from the documentaton on what to do when the solver converges to an infeasible point.
Alan Weiss
MATLAB mathematical toolbox documentation
2 Comments
Alan Weiss
on 4 Aug 2020
As I said, I don't understand your code at all, so I don't know what you are trying to do or how to advise you. In particular, I don't know what you are attempting to do with the 'c = ceq' or 'c == ceq' calls. To me, they are equally nonsensical, but I'm sure that you have a reason for including them. I would have simply given
function [c, ceq] = nlcon(Y)
[~,~,c,ceq] = getCost(Y);
end
but I don't know what any of these lines of code mean.
Alan Weiss
MATLAB mathematical toolbox documentation
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