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Topic: fmincon problem
Replies: 5   Last Post: Jul 18, 2011 3:22 PM

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Posts: 33
Registered: 3/21/08
Re: fmincon problem
Posted: Jul 18, 2011 2:09 PM
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<<Then you should turn it on (it's off by default).>>

I am using 'active-set' algorithm. Matlab help shows 'AlwaysHonorConstraints' option is used only by the 'interior-point' algorithm. I put the following line in my code:

options = optimset('Algorithm','Interior-Point','AlwaysHonorConstraints','on');
[W,fval,exitflag] = fmincon(@myfun_direct,W0,[],[],[],[],[0,0,0],[900,900,900],@mycon_direct,options);

Then Matlab showed the following error:

??? Error using ==> optimset at 226
Invalid value for OPTIONS parameter AlwaysHonorConstraints:
must be 'none' or 'bounds'.

Then I used the following code:

options = optimset('Algorithm','Interior-Point','AlwaysHonorConstraints','bounds');

Then Matlab did not find any feasible point ! The exitflag was -2 in this case.

When I use the 'active-set' algorithm and don't specify 'AlwaysHonorConstraints', I find the exitflag to be 0, i.e., the no. of iterations exceeded the max. number.

I don't know if I am making any simple mistake or not :S

Thanks a lot for your help.


"Matt J" wrote in message <j01r6b$sml$>...
> "Nazmul Islam" wrote in message <j01jlq$5dm$>...
> >
> > I have not set the 'AlwaysHonorConstraints' option. It is probably set to the default value.

> =====================
> Then you should turn it on (it's off by default).

> > Some constraints of c(i) are off by as large AS 10 or 2000 ! So, it's not coming from the round-off error, I guess.
> ================
> Check the exitflag to see if the algorithm stopped prematurely.

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