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Topic: Optimization terminated: No feasible solution found.
Replies: 5   Last Post: Jan 19, 2014 11:18 AM

 Messages: [ Previous | Next ]
 Marcelo Marazzi Posts: 23 Registered: 12/9/10
Re: Optimization terminated: No feasible solution found.
Posted: Dec 20, 2011 1:15 PM

Hi:

That is not an error, it's rather an exit message that indicates that
the fmincon was not able to find a feasible point (a value of the vector
x that satisfies all of the constraints).

Now, this means that either the problem is really infeasible, or that
it's feasible but the solver was not able to find a feasible point.

You may want to try another algorithm in fmincon to compare results.
Set

options = optimset('Algorithm','interior-point');

and call fmincon as you do below. It's normaly also a good idea to set
the option Display to 'iter' in order to see more details of the run.

The section When the Solver Fails in the documentation provides guidance
on next steps that you may want to try:
http://www.mathworks.com/help/toolbox/optim/ug/br44iv5-1.html

-Marcelo

On 12/20/2011 2:53 AM, wan wrote:
> Friends,
> I try to run a program by fmincon,but I got an error:Optimization
> terminated: No feasible solution found.Search direction less than
> 2*options.TolX but constraints are not satisfied.and I don't know what
> is my mistake...
> "myfun.m"
> function f=myfun(x)
> f=2.20*x(1)*(x(1)-1)^2/(x(1)-2)+2.20*x(1)*x(2)*(x(2)-1)^2/(x(2)-2)+2.42*x(1)*x(2)*x(3)*(x(3)-1)^2/(x(3)-2)+2.75*x(1)*x(2)*x(3)*x(4)*(x(4)-1)^2/(x(4)-2);
>
> and "mycon2.m"
> function[c,ceq]=mycon2(x)
> g(1)=1-(x(2)*(x(1)-2)/(x(2)-2))^1/3*(x(2)-1)/(x(1)-1);
> g(2)=(x(2)*(x(1)-2)/(x(2)-2))^1/3*(x(2)-1)/(x(1)-1)-1.2;
> g(3)=1-(1.1*x(3)*(x(2)-2)/(x(3)-2))^1/3*(x(3)-1)/(x(2)-1);
> g(4)=(1.1*x(3)*(x(2)-2)/(x(3)-2))^1/3*(x(3)-1)/(x(2)-1)-1.2;
> g(5)=1-(1.13636*x(4)*(x(3)-2)/(x(4)-2))^1/3*(x(4)-1)/(x(3)-1);
> g(6)=(1.13636*x(4)*(x(3)-2)/(x(4)-2))^1/3*(x(4)-1)/(x(3)-1)-1.2;
> c=[g(1);g(2);g(3);g(4);g(5);g(6)];
> ceq=[1590.192-x(1)*x(2)*x(3)*x(4)];
> command window:

>>> x0=[7.2 7.2 7.5 4.09];
>>> lb=[4;5;5;4];
>>> ub=[8;8;8;5.6];
>>> options=optimset('largescale','off','maxfunevals',1000000);
>>> [x,fval]=fmincon(@myfun,x0,[],[],[],[],lb,ub,@mycon2,options)

> when I try to run the script, I get these messages errors:
> Optimization terminated: No feasible solution found.
> Search direction less than 2*options.TolX but constraints are not
> satisfied.
> x =
>
> 15.7056 10.0989 -2.7056 -3.7056
>
>
> fval =
>
> -9.8284e+003
> Any help is very much appreciated.Wish you a nice day!

Date Subject Author
12/20/11 wan
12/20/11 Johan Lofberg
12/20/11 Marcelo Marazzi
1/19/14 s.cahyaningtias@gmail.com
1/19/14 John D'Errico
1/19/14 John D'Errico