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Meike
Posts:
4
Registered:
10/16/12


Unable to generate any initial points with NMaximize (or NMinimize)
Posted:
May 23, 2013 3:16 AM


I often get the error:
NMaximize::incst: NMaximize was unable to generate any initial points satisfying the inequality constraints
while there are clearly points satisfying the inequality constraints. For example:
NMaximize[{1/(0.` + (0.012710615354858255` (0.07879657698200958` + a) (0.000046296899009293725` + 0.003958158898356454` b) (233.02777267494722` + 102.02996575509754` fm))/(a (4.892449413727213`*^6  9.784898827454427`*^7 fm  0.4123000838756304` b fm)) + ( 0.10155110608580004` (0.0367973376747971` + c) (0.5030193912642286` + 16.257272679476753` b + 0.0309411917473244` p))/b + ( 219.22680202984347` (0.03970570642848887` + 0.013422101464134875` fm) (0.07972967880969935` + 0.14421246041749264` p))/(fm p)), a > $MachineEpsilon, b > $MachineEpsilon, fm > $MachineEpsilon, c > $MachineEpsilon, p > $MachineEpsilon, 0.00009600189408524172` (5  fm)  40.451710009005595` b fm > $MachineEpsilon, fm < 5.`}, {a, b, fm, c, p}, MaxIterations > 1000]
NMaximize::incst: NMaximize was unable to generate any initial points satisfying the inequality constraints {0.000480009+0.0000960019 fm+40.4517 b fm<=0}. The initial region specified may not contain any feasible points. Changing the initial region or specifying explicit initial points may provide a better solution. >>
Clearly there are initial points, for example:
0.00009600189408524172` (5  fm)  40.451710009005595` b fm > $MachineEpsilon /. {b > 0.0007, fm > 0.00003}
True
Also, if I make a more simple example with the same constraint I do not get the same error. I know I could give initial values myself, but since I'm automatically generating many of the optimizations, I would prefer not to. And I would like to understand why I keep getting this error and if there is any way to solve it.



