MATLAB: Optimization in LinProg

optimization terminated

Hi
When I run this in Matlab:
%Load is system load plus losses Load=2.1787;
%Build objective function vector. c=[1307 1211 1254 0 0 0 0 0 0 0 0 0]';
%Build Aeq matrix for equality constraints. Aeq=
    [0  0  0  -1 0 0  0  0   10   0   0 -10;
     0  0  0  0 -1 0  0  0   10 -10   0   0;
     0  0  0  0 0 -1  0  0    0  10  -10  0;
     0  0  0  0 0 0  -1  0    0   0  -10 10;
     0  0  0  0 0 0   0 -1   10   0  -10  0;
    -1  0  0  0 0 0   0  0   30 -10  -10 -10
     0 -1  0  0 0 0   0  0  -10  20  -10  0;
     0  0  0  0 0 0   0  0  -10 -10   30 -10;
     0  0 -1  0 0 0   0  0  -10   0  -10 20;];
%Build right-hand side of equality constraint.
beq=zeros(9,1);
%beq(6)=-1;
beq(7)=-1;
beq(8)=-1.1787;
%Build upper and lower bounds on decision variables.
LB=[.50 .375 .45 -500 -0.300 -0.300 -500 -500 -pi -pi -pi -pi]';
UB=[2.00 1.50 1.80 500 0.300 0.300 500 500 pi pi pi pi]';
[X,FVAL,exitflag,output,lambda]= linprog(c,[],[],Aeq,beq,LB,UB);
I always get "Optimization Terminated" . I changed the optimset but still same result. Please Help. Thanks

Best Answer

Hi Meemai,
The message "Optimization Terminated" means that the optimization completed as normal. If you look at the value of exitflag, it should be 1. The documentation for LINPROG says that a value of 1 means "Function converged to a solution x.". So the solver converged and the resulting solution is returned in X.
I can see how the message "Optimization Terminated" can be confusing or undesirable. You can turn off this message with an options structure:
options = optimset('Display','none');
and then calling LINPROG with that structure:
[X,FVAL,exitflag,output,lambda]= linprog(c,[],[],Aeq,beq,LB,UB,[],options);
Hope that helps.
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