MATLAB: In which cases does ga return ‘no feasible point found’

gaGlobal Optimization Toolboxno feasible point found

Ga returns 'no feasible point found.' after 1 generation but when I print the population and check its members myself, the bounds [.9,1] and nonlinear inequality equations are satisfied. When I widen the bounds to [.1,1], ga works and finds a solution inbetween the old bounds (around 0.95), but runs very long. I tried to enlarge the constraint tolerance; it works, but then the result is not usable because the constraints are violated.

Which other options can I change?

Or how can I access the best individual which was found by ga?

Best Answer

You should probably show your nonlinear inequality constraint function. It appears very hard to satisfy. I don't think widening the bounds is helping in any systematic way. Changing the bounds probably just causes the initial population to be distributed differently, so that, purely by luck, a population member lands close to your small nonlinearly constrained region

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MATLAB: Linprog says ‘no feasible solution found’ even though there is one

Basically, the problem is that your equality constraint matrix xAeq is full rank:

>> rank(xAeq)
ans =
     8
>> cond(xAeq)
ans =
  10.206330042860493

I think this was unintentional on your part, because it means the constraints can have no more than one unique solution. Normally, you wouldn't make your constraints this tight, since it trivializes the optimization.

Anyway, the point is that this is apparently a numerically sensitive situation for linprog. It cannot tell the difference between the case where there is a single solution (up to floating point errors) and the case where there are none at all. It is worth pointing out though that the weights vector that you've provided in your data.mat file, and which you believe to be feasible, doesn't satisfy the constraints especially well. This is easiest to see in long precision.

>> format long; [xAeq*weights,xbeq]
ans =
   0.000003546232588                   0
  -0.000003546232595                   0
   0.000000000000000                   0
  -0.000003546232584                   0
   0.000003546232600                   0
  -0.000003482138166                   0
   0.000000000000000                   0
   0.000003482138164                   0
   1.000000000000000   1.000000000000000

The least squares solution to your equality constraints also don't even satisfy the equations all that well,

>> weightsLSQ=xAeq\xbeq;
>> norm(xAeq*weightsLSQ-xbeq)
ans =
     4.970015269326972e-06

I still do find it a little curious that your provided weights are considered infeasible by linprog since they do satisfy the constraints to within the ConstraintTolerance parameter. Hopefully, someone from the MathWorks will comment on that.

MATLAB: Error message ‘No project found in root folder’

The default definition type for the project created in R2020b is changed to "FixedPathMultiFile". If you would like to open it in R2019a, you have to convert the project definition files to a format available back in R2019a using the following function with the "definitionType" argument equal to "matlab.project.DefinitionFiles.MultiFile":

matlab.project.convertdefinitionfiles(projectRoot,matlab.project.DefinitionFiles.MultiFile)

For more information, please refer to the following link:

https://www.mathworks.com/help/matlab/ref/matlab.project.convertdefinitionfiles.html#d122e235647

Similarly, for Simulink Projects, please use the following function to convert the project:

Simulink.exportToVersion

For more information, please refer to the following link:

https://www.mathworks.com/help/simulink/slref/simulink.exporttoversion.html

Best Answer

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MATLAB: Linprog says ‘no feasible solution found’ even though there is one

MATLAB: Error message ‘No project found in root folder’

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