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Topic: nonlinear optimization problem with constraints
Replies: 7   Last Post: Sep 14, 2012 5:13 AM

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Gordon Sande

Posts: 121
Registered: 5/13/10
Re: nonlinear optimization problem with constraints
Posted: Sep 8, 2012 10:43 AM
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On 2012-09-08 10:56:42 -0300, oercim said:

> On Saturday, September 8, 2012 4:35:17 PM UTC+3, Gordon Sande wrote:
>> On 2012-09-08 05:50:07 -0300, oercim said:
>>
>>
>>

>>> Hello.I have an nonlinear optimization problem with constraints. I
>>
>>> realy need help. I am using a package problem to solve this problem.
>>
>>> However, although the program finds a solution without an error( since
>>
>>> tolarance values are satisfied), when I check the constraints values ,
>>
>>> O see that some constraint values are not satisfactory (some
>>
>>> constraints are realy close to zero which is satisfactory, but some are
>>
>>> not close enough to zero).
>>
>>> There are 5 unknowns and 4 constraints. So this system has infinitly
>>
>>> many solutions. I just want which solution makes the objevtive function
>>
>>> minimum.
>>
>>> I don't have a much optmization background. I just want to determine
>>
>>> among solutions(where the constraints are close enough to zero) which
>>
>>> one makes the objective function minimum. As I mentioned, my priority
>>
>>> is constraints to be satisfied satisfactorily.
>>
>>> I don't know how to searh this subject. I studied some nonlinear
>>
>>> optmization resources. However all terminates when the tolareance
>>
>>> values are close to zero not each of the constraints close to zero. Is
>>
>>> there a way to control the closenes of the constraint to zero. If there
>>
>>> is a way, I will be very glad for recomendaton of some resources. At
>>
>>> least if this subject has an special name in the literature, I want to
>>
>>> leaarn it.Thanks a lot. Best regards.
>>
>>
>>
>> Have you consulted the Guide to Optimization Software at
>>
>> <http://plato.asu.edu/guide.html>?
>>
>>
>>
>> The statements that some constraints are close to zero and others are
>>
>> not satisfactory does
>>
>> not sound like you have a clear idea of what constraints are supposed
>>
>> to do. Are they exact
>>
>> conditions - always zero? Are they boundaries - so closeness does not
>>
>> matter? Etc? Is your
>>
>> objective being used to judge the closeness to the constraints or is it
>>
>> independent
>>
>> of the constraints?

> My pre-determined constraints are exactly zero. However after the
> package(matlab's fmincon function) solves the optimization problem, I
> checked if the constraints are satisfied with the solution.Then, I see
> that
> two constraint are satisfied. Their values are "0" , however 2
> constraints have values like 0.01 or 0.1 but not close to zero or zero.


For questions about MatLab functions you are better off asking in a
MatLab support
group or forum.

An error of 0.1 may be lousy if the plausibe range of the variable is
from -1 to +1
but it can be rather good if the plausible range is from -10^15 to
+10^15 as it might be
if you are looking at national economies measured in Yen. You may know
all the details
but everyone else is left to trying mind reading. Not a good way to get helpful
responses.

Using posting software that tosses in extra blank lines so you response
is double spaced
is not going to encourage folks to read your postings.

If someone from another course asked you the questions you are trying
to pose, would
you have a clue what they were talking about? If the answer is NO then
work on posing
the questions so others have a chance at knowing what is going on.






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