MATLAB: Lower bound in fmincon

fminconlower bound

Hi Dear all,

I have a question that in my programming, I have already setted the lower bound of every variable is zero. Why there is still some variables lower than zero?

Thank you

Best Answer

Only certain algorithms enforce bounds strictly (sqp, interior-point with 'AlwaysHonorConstraints' option active). Otherwise, they can be violated up to the TolCon tolerance parameter. Also, fmincon may have failed to find a solution. You need to check the exitflag output to see if it reported success.

Related Solutions

MATLAB: SQP algorithm and always honoring constraints

'AlwaysHonorConstraints' only applies to lb and ub. Also, you cannot have max(abs(eig(...))) operations in your constraints, because they render c(x) non-differentiable.

MATLAB: Fmincon function help answer does not converge

1) Is your objective function sum of squares? if it is then LSQNONLIN will be a better suited solver.

2) I see that you are setting MaxFunEvals to be a large number, but I don't see it being passed to FMINCON. Take a look at the doc of fmincon you have to pass the options as follows:

x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)

3) If none of those work for you, you may have to share your code with us to look through further. But please make sure you try the above and other different options as well. This is an excellent doc page that talks about what to do When the solver fails

Best Answer

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MATLAB: SQP algorithm and always honoring constraints

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