Re: fmincon search direction


sachin porandla wrote: 
I try to maximize a function. This is a medium-scale problem. It gets
maximized but to a little extent because only 2 varaibles change out
of 6 while the other remain unchanged.

I get this message "Optimization terminated: no feasible solution
found. Magnitude of search direction less than 2*options.TolX but
constraints are not satisfied." with an EXITFLAG=-2.I guess this
means an infeasible initial point.So i changed the initial points but
still only few variables change.

This means that a feasible point was not found. It could be either
that there are feasible points but the solver couldn't find any, or
that the constraints don't admit any feasible solution. Do you know
a feasible point? If you do, try that one as x0.

What kind of problem is this? Are the objective and the
constraints continuous and differentiable (that is, smooth)?
Are your functions noisy? Depending on the answer to these
questions, fmincon may or may not be the right solver.
(E.g., if your functions are nonsmooth, a solver in the
Genetic Algorithm and Pattern Search Tbx may be more
appropriate. Or, if your functions are noisy, increasing
DiffMinChange may help).

Feel free to send your files to tech support,
http://www.mathworks.com/support/contact_us/

-marcelo

I tried using fminimax for this problem.That behaved more worse than
fmincon. Even those two variables changed by a little amount. I use
the default options for both fmincon and fminimax.

What should I do??

Could you suggest any other algorithms in Matlab Opt. toolbox or
Tomlab for solving constrained non linear problems.

sachin

Marcelo Marazzi wrote:


What is the result of the overall optimization?
Is the solver finding a minimizer? In other words,
what is the final message and exitflag value?

Do you observe the same behavior starting from
totally different starting points?

-marcelo

sachin porandla wrote:

Hi..
I am using fmincon for a maximization problem. This is a six


variable

problem.

My problem is that only three variables are changing i.e. SD 

(search

direction) variable is 0 for three other variables. I dont know 

the

reason.

Could any one guess what is the problem. Is there any way to 

correct

this? Are there any other programs avaliable for solving 

constrained

non-linear problems online.

Thanks
sachin


.

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