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Topic: QP problem
Replies: 4   Last Post: Dec 12, 2013 1:06 PM

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Alan Weiss

Posts: 1,262
Registered: 11/27/08
Re: QP problem
Posted: Dec 2, 2013 9:56 AM
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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 weaknesses-infeasibilities
> in problem structure? Thanks in advance,
> Milos


There is a bit of documentation on this subject:
http://www.mathworks.com/help/optim/ug/when-the-solver-fails.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



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