i am trying to find an optimal point with multistart / fmincon. Matlab finds a local minima, for which the following message is given in the output struct:
Local minimum found that satisfies the constraints.
Optimization completed because the objective function is non-decreasing in feasible directions,
to within the value of the optimality tolerance,and constraints are satisfied to within the value of the
constraint tolerance.<stopping criteria details>
Optimization completed: The relative first-order optimality measure, 7.337955e-07,
is less than options.OptimalityTolerance = 1.000000e-06, and the relative maximum constraintviolation, 7.082693e-07,
is less than options.ConstraintTolerance = 1.000000e-06.
i have 13 nonlinear constraints, of which one is violated.
This is the constraint:
ceq(10) = (L_1 - (L_2 - L_3)) - 0.001;
I want to achieve:
abs(L_1 - (L_2 - L_3)) <= 0.001;
If i check this constraint by hand, I get
abs(L_1 - (L_2 - L_3)) = 0.0011;
which is larger than the desired value 0.001
The constraint tolerance in optimoptions is set to 1e-6 by default.
How can this happen? The output clearly says, that all the constraints are met, but in reality this one is not.