Solve system of non linear eq. in MATLAB: exitflag = 1 but constrviolation = 3.312e+06
I am trying to solve a system of non-linear equation in MATLAB using fmincon.
I create a grid of different starting point. For one of those, I get a "solution" from fmincon with exitflag = 1, which means,
"First-order optimality measure was less than
options.OptimalityTolerance, and maximum constraint violation was less
than options.ConstraintTolerance."
However, if I evaluate the equations of the system at the "solution" provided I get that one of those is equal to 3.312e+06! Which is clearly above the Constraint Tolerance.
I can't create mcve, and I can't report here the code because it's too long.
I am asking in the hope that is something that happened to anybody else. Or that somebody can try to give a hint to where to look to solve this problem.
For clarity I report the output:
output =
struct with fields:
iterations: 15
funcCount: 48
constrviolation: 3.3126e+06
stepsize: 0.014892
algorithm: 'interior-point'
firstorderopt: 0
cgiterations: 0
message: 'Local minimum found that satisfies the constraints.…'
matlab solver nonlinear-optimization
asked Nov 27 '18 at 15:39
TeconTecon
183
add a comment |
I am trying to solve a system of non-linear equation in MATLAB using fmincon.
I create a grid of different starting point. For one of those, I get a "solution" from fmincon with exitflag = 1, which means,
"First-order optimality measure was less than
options.OptimalityTolerance, and maximum constraint violation was less
than options.ConstraintTolerance."
However, if I evaluate the equations of the system at the "solution" provided I get that one of those is equal to 3.312e+06! Which is clearly above the Constraint Tolerance.
I can't create mcve, and I can't report here the code because it's too long.
I am asking in the hope that is something that happened to anybody else. Or that somebody can try to give a hint to where to look to solve this problem.
For clarity I report the output:
output =
struct with fields:
iterations: 15
funcCount: 48
constrviolation: 3.3126e+06
stepsize: 0.014892
algorithm: 'interior-point'
firstorderopt: 0
cgiterations: 0
message: 'Local minimum found that satisfies the constraints.…'
matlab solver nonlinear-optimization
asked Nov 27 '18 at 15:39
TeconTecon
183
Following the docs incl.exitflag = 1 -> First-order optimality measure was less than options.OptimalityTolerance, and maximum constraint violation was less than options.ConstraintTolerance.means: either you passed completely bogus arguments or it's a bug. Sadly you did not even present your fmincon-call...
– sascha
Nov 28 '18 at 20:35
add a comment |
I am trying to solve a system of non-linear equation in MATLAB using fmincon.
I create a grid of different starting point. For one of those, I get a "solution" from fmincon with exitflag = 1, which means,
"First-order optimality measure was less than
options.OptimalityTolerance, and maximum constraint violation was less
than options.ConstraintTolerance."
However, if I evaluate the equations of the system at the "solution" provided I get that one of those is equal to 3.312e+06! Which is clearly above the Constraint Tolerance.
I can't create mcve, and I can't report here the code because it's too long.
I am asking in the hope that is something that happened to anybody else. Or that somebody can try to give a hint to where to look to solve this problem.
For clarity I report the output:
output =
struct with fields:
iterations: 15
funcCount: 48
constrviolation: 3.3126e+06
stepsize: 0.014892
algorithm: 'interior-point'
firstorderopt: 0
cgiterations: 0
message: 'Local minimum found that satisfies the constraints.…'
matlab solver nonlinear-optimization
asked Nov 27 '18 at 15:39
TeconTecon
183
I am trying to solve a system of non-linear equation in MATLAB using fmincon.
I create a grid of different starting point. For one of those, I get a "solution" from fmincon with exitflag = 1, which means,
"First-order optimality measure was less than
options.OptimalityTolerance, and maximum constraint violation was less
than options.ConstraintTolerance."
However, if I evaluate the equations of the system at the "solution" provided I get that one of those is equal to 3.312e+06! Which is clearly above the Constraint Tolerance.
I can't create mcve, and I can't report here the code because it's too long.
I am asking in the hope that is something that happened to anybody else. Or that somebody can try to give a hint to where to look to solve this problem.
For clarity I report the output:
output =
struct with fields:
iterations: 15
funcCount: 48
constrviolation: 3.3126e+06
stepsize: 0.014892
algorithm: 'interior-point'
firstorderopt: 0
cgiterations: 0
message: 'Local minimum found that satisfies the constraints.…'
matlab solver nonlinear-optimization
matlab solver nonlinear-optimization
asked Nov 27 '18 at 15:39
TeconTecon
183
asked Nov 27 '18 at 15:39
TeconTecon
183
asked Nov 27 '18 at 15:39
TeconTecon
183
asked Nov 27 '18 at 15:39
TeconTecon
183
asked Nov 27 '18 at 15:39
TeconTecon
183
183
Following the docs incl.exitflag = 1 -> First-order optimality measure was less than options.OptimalityTolerance, and maximum constraint violation was less than options.ConstraintTolerance.means: either you passed completely bogus arguments or it's a bug. Sadly you did not even present your fmincon-call...
– sascha
Nov 28 '18 at 20:35
add a comment |
Following the docs incl.exitflag = 1 -> First-order optimality measure was less than options.OptimalityTolerance, and maximum constraint violation was less than options.ConstraintTolerance.means: either you passed completely bogus arguments or it's a bug. Sadly you did not even present your fmincon-call...
– sascha
Nov 28 '18 at 20:35
Following the docs incl.
exitflag = 1 -> First-order optimality measure was less than options.OptimalityTolerance, and maximum constraint violation was less than options.ConstraintTolerance. means: either you passed completely bogus arguments or it's a bug. Sadly you did not even present your fmincon-call...– sascha
Nov 28 '18 at 20:35
Following the docs incl.
exitflag = 1 -> First-order optimality measure was less than options.OptimalityTolerance, and maximum constraint violation was less than options.ConstraintTolerance. means: either you passed completely bogus arguments or it's a bug. Sadly you did not even present your fmincon-call...– sascha
Nov 28 '18 at 20:35
add a comment |
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Following the docs incl.
exitflag = 1 -> First-order optimality measure was less than options.OptimalityTolerance, and maximum constraint violation was less than options.ConstraintTolerance.means: either you passed completely bogus arguments or it's a bug. Sadly you did not even present your fmincon-call...– sascha
Nov 28 '18 at 20:35