
Re: fmincon problem
Posted:
Jul 18, 2011 2:09 PM


<<Then you should turn it on (it's off by default).>>
I am using 'activeset' algorithm. Matlab help shows 'AlwaysHonorConstraints' option is used only by the 'interiorpoint' algorithm. I put the following line in my code:
options = optimset('Algorithm','InteriorPoint','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','InteriorPoint','AlwaysHonorConstraints','bounds');
Then Matlab did not find any feasible point ! The exitflag was 2 in this case.
When I use the 'activeset' 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.
Nazmul
"Matt J" wrote in message <j01r6b$sml$1@newscl01ah.mathworks.com>... > "Nazmul Islam" wrote in message <j01jlq$5dm$1@newscl01ah.mathworks.com>... > > > > 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 roundoff error, I guess. > ================ > > Check the exitflag to see if the algorithm stopped prematurely.

