MATLAB: Does fmincon’s constrviolation converge at a specific value

errorfminconMATLABnonlinearoptimizationOptimization Toolbox

This is kind of a general doubt. I am performing non linear optimization with a bunch of non linear inequality constraints, linear equality and inequality constraints. The constrviolation field of fmincon's output in my problem converges at 0.05 no matter where its initial value is. What might be the reason for this? What are some possible places in my code I should look at to correct this error to ensure a smaller value of convergence?

Best Answer

For suggestions on trying to obtain a feasible solution, see Converged to an Infeasible Point.

Alan Weiss

MATLAB mathematical toolbox documentation

Related Solutions

MATLAB: Which algorithm converges faster

It is hard to know in advance which algorithm will be faster. Generally, the more information you can give to an algorithm (explicit gradient, Hessian sparsity, etc.), the faster the computation, but there are counterexamples. The fmincon trust-region-reflective algorithm is essentially the same as the fminunc trust-region algorithm, so there is no point trying both. But the fmincon sqp and interior-point algorithms are different, though sqp is not large-scale.

One of the most important things is to give a good initial guess, and that is often very difficult to obtain.

If the problem has no constraints, but you can prove that the solution lies in a bounded region, then it is almost certainly better to give the bounds explicitly and to use fmincon.

Good luck,

Alan Weiss

MATLAB mathematical toolbox documentation

MATLAB: Iteration to convergence

I think it converges pretty quick; see below. My tweaks are commented with % *comment *

clc;clear
%%Constants
lambdaE=2.8;  %Effecitve Thermal Conductivity
p=2.7; %Density of Fluid and Sediment
c=4.2;  %Heat Capacity of Fluid and Sediment
Ke=lambdaE/(p*c);  %Effective Thermal Diffusivity
f=2;  %Frequency
P=(1/f);  %Period
deltaPhi = 0.004;  %Phase shift between shallow and deep points [Measured in the Lab]
Ar = 0.1; %Amp ratio of shallow and deep points[Measured in the Lab]
deltaZ=.2;  %Distance between shallow and deep points

Amp Method

%Ar=exp((deltaZ/(2*Ke))*(v-sqrt((alpha + v^2)/2)))
%VAr
tol = 1;
v=zeros(50,1); % *changed v to vector* 
alpha = v;     % *changed alpha to vector*
v(1)=.3;                   %Fluid Velocity (initial)
alpha(1)=sqrt(v(1)^4+(8*pi*Ke/P)^2);
c = 0;      % *counter*
while tol>.00001  % *desired accuracy*
c=c+1;
v(c+1)=(((2*Ke)/deltaZ)*log(Ar))+ ...
       sqrt((alpha(c)+v(c).^2)/2);  % * note changes to alpha & c
alpha(c+1)=sqrt(v(c+1)^4+(8*pi*Ke/P)^2); % *added*
tol = abs(v(c)-v(c+1));
end

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MATLAB: Which algorithm converges faster

MATLAB: Iteration to convergence

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