Equality contrains ignored by fmincon

2 views (last 30 days)
John Hoop
John Hoop on 20 Apr 2020
Commented: Matt J on 20 Apr 2020
I use fmincon to minize a function with 250 variables. Some variables are dependent, but the degree of freedom is still very high. I put equality constrains to fix some varibles to constants. When I run fmincon, I received the following error from Matlab
"Solver stopped prematurely.
fmincon stopped because it exceeded the function evaluation limit,
options.MaxFunctionEvaluations = 3.000000e+03."
I checked the premature x variable. It did not meet the equality constrains at all. The elements that were set to zeros all are non-zero number. I am wondering what would be possible causes? The equality constrains seem so straight forward, but still ignored by fmincon. Could someone advise me please?
John Hoop
John Hoop on 20 Apr 2020
Hi Walter, Thank you very much for your suggestion. I thought about this. But, I would like to keep these variables in the system, because I eventually want to use all as optimization variables. For now, I fix these only for testing purposes.
darova on 20 Apr 2020
This looks strange. Just 100 zero variables? What is the point?
for i=1:100

Sign in to comment.

Answers (2)

BALAJI KARTHEEK on 20 Apr 2020
I hope u can use this code, i too have the same problem while solving the problem with 130 variables and nearly 200 constraints, but when i used this it worked fine with me... if u want further details, u cann contact me through watsapp +91 7893397808 or try it by urself. It will work for sure
opts = optimoptions('fmincon','Display','iter','MaxFunctionEvaluations',10e+10);
problem = createOptimProblem('fmincon','objective',obj2,'x0',your_initial_point,'lb',LB,'ub',UB,'nonlcon',constraints1,'options',opts);
ms = GlobalSearch;
[x,f] = run(ms,problem);
  1 Comment
John Hoop
John Hoop on 20 Apr 2020
Hi Balaji, thank you very much for suggestions. I am going to have some tries and may contact you via whatapp. Cheers, Jun

Sign in to comment.

Matt J
Matt J on 20 Apr 2020
You cannot use the Aeq, beq constraint parameters to force exact equality. You could instead try setting the upper and lower bounds,
but if you are reaching the function evaluation limit, it may be that a feasible solution with the parameters you've set to zero simply does not exist.
John Hoop
John Hoop on 20 Apr 2020
Hi Matt, Thank you very much. This is very good to know. Equality constrains are a bit misleading.
Matt J
Matt J on 20 Apr 2020
You should be mindful that all of the constraints (except usually the bounds) are subject to the ConstraintTolerance parameter listed here,

Sign in to comment.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!