Does the value of nonlinear inequality constraints matter as long as he is smaller zero?

I want to reduce computing time of an optimization algorithm, but computing the c-value of the nonlinear inequality constraints takes a lot of time, because it's calculated by a patternsearch optimization. But if it doesn't matter whether the c-value is -0.1 or -10, I can can exit the patternseach algorithm when the c-value is less than 0. If it depends on the optimization algorithm used, I'm trying different algorithms I consider using gamultiobj, patternsearch and fmincon.

Answer 1

[Alan Weiss]

fmincon uses the value of the nonlinear constraint to indicate the level of feasibility, and therefore to estimate how large a step can be taken and still maintain feasibility. So if you short-circuit the calculation of c in order to save time, you might degrade the overall performance of the solver, because it might then take much smaller steps than otherwise. Also, fmincon often uses estimates not only of c but of the gradient of c in its calculations, and so you might really confuse it.

But maybe not, maybe you have a good idea. You can try. Just don't be surprised if the solver acts a little funny.

Alan Weiss

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