MATLAB: What is the right way to treate “Optimization terminated: no feasible point found.” ??

Question

What is the right way to treate "Optimization terminated: no feasible point found." ???

Answer 1

A feasible solution is some point, ANY point, that satisfies all of the constraints. There is no assurance that a feasible point exists at all for some unknown problem. However, the odds are decent that no such solution exists if MATLAB returns that statement. But we can never know that, given no information at all.

So it depends. Are your constraints highly nonlinear? Just how nasty are they? Have you even implemented them in MATLAB properly? We cannot know this, given no code to see at all, and no information as to the problem you want to solve.

So what should you do?

1. Verify the implementation. CAREFULLY. Do this twice. Then do it a third time. Get a colleague to check your implementation.

2. Try some random points. Do the constraints make sense in what they return? APPLY COMMON SENSE. Do any of them satisfy all of the constraints? MATLAB starts looking for a feasible point based on your initial values. So a different start point might allow the solver to find a feasible point.

If it appears that no feasible point seems to be found, then consider if there is a good reason why no feasible point was found.

Of course, if you want better help, you would have more of a chance if you explain what you are trying to solve, and showed what you did. Otherwise, it is difficult to utter more than the vague platitudes that I did here.