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Re: QP problem
Posted:
Dec 2, 2013 9:56 AM


On 11/28/2013 2:15 PM, Milos Milenkovic wrote: > Dear all, > I try to solve a QP problem. After I used Interior Point algorithm I > have got the following message: > No feasible solution found. > quadprog stopped because it was unable to find a point that satisfies > the constraints within the default value of the constraint tolerance. > <stopping criteria details> > Do you have some idea how to identify the weaknessesinfeasibilities > in problem structure? Thanks in advance, > Milos
There is a bit of documentation on this subject: http://www.mathworks.com/help/optim/ug/whenthesolverfails.html#br44i73
However, because quadprog could not find a feasible point, there is a very good chance that your constraints are inconsistent. I don't really know what to suggest except to eliminate some of the constraints to home in on the ones that are problematic.
Good luck,
Alan Weiss MATLAB mathematical toolbox documentation



