Fmincon active-set solver
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Hello everyone,
I have a problem regarding one of the solvers of fmincon.
This is the example from the matlab documentation for solving a constrained optimiziation problem:
fun = @(x)100*(x(2)-x(1)^2)^2 + (1-x(1))^2;
A = [];
b = [];
Aeq = [];
beq = [];
lb = [];
ub = [];
nonlcon = @unitdisk;
x0 = [0,0];
options = optimoptions('fmincon','Display','iter','Algorithm','sqp');
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)
function [c,ceq] = unitdisk(x)
c = x(1)^2 + x(2)^2 - 1;
ceq = [];
end
And I get the following:
Iter Func-count Fval Feasibility Step Length Norm of First-order
step optimality
0 3 1.000000e+00 0.000e+00 1.000e+00 0.000e+00 2.000e+00
1 12 8.913011e-01 0.000e+00 1.176e-01 2.353e-01 1.107e+01
2 22 8.047847e-01 0.000e+00 8.235e-02 1.900e-01 1.330e+01
3 28 4.197517e-01 0.000e+00 3.430e-01 1.217e-01 6.172e+00
4 31 2.733703e-01 0.000e+00 1.000e+00 5.254e-02 5.705e-01
5 34 2.397111e-01 0.000e+00 1.000e+00 7.498e-02 3.164e+00
6 37 2.036002e-01 0.000e+00 1.000e+00 5.960e-02 3.106e+00
7 40 1.164353e-01 0.000e+00 1.000e+00 1.459e-01 1.059e+00
8 43 1.161753e-01 0.000e+00 1.000e+00 1.754e-01 7.383e+00
9 46 5.901601e-02 0.000e+00 1.000e+00 1.547e-02 7.278e-01
10 49 4.533081e-02 2.898e-03 1.000e+00 5.393e-02 1.252e-01
11 52 4.567454e-02 2.225e-06 1.000e+00 1.492e-03 1.679e-03
12 55 4.567481e-02 4.406e-12 1.000e+00 2.095e-06 1.501e-05
13 58 4.567481e-02 0.000e+00 1.000e+00 2.159e-09 1.511e-05
If I change the code to:
fun = @(x)100*(x(2)-x(1)^2)^2 + (1-x(1))^2;
A = [];
b = [];
Aeq = [];
beq = [];
lb = [];
ub = [];
nonlcon = @unitdisk;
x0 = [0,0];
options = optimoptions('fmincon','Display','iter','Algorithm','active-set');
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)
function [c,ceq] = unitdisk(x)
c = x(1)^2 + x(2)^2 - 1;
ceq = [];
end
And I get the following:
Not enough input arguments.
f = fval;
nlconst(funfcn,X,l,u,full(A),B,full(Aeq),Beq,confcn,options,defaultopt, ...
So my question is, what I am doing wrong?
1 个评论
Hi Sven,
I understand that you are encountering an error when changing the solver for the “fmincon” function. I have executed both code snippets you provided in MATLAB R2020a, and I did not encounter the same error. The 'active-set' algorithm worked as expected and found a solution to the optimization problem.
Please confirm the version of MATLAB you are using, as the behavior of “fmincon” and its algorithms can differ between versions. If you are using a version older than R2020a, there may be differences that could explain the error.
If your MATLAB installation is not up to date, I recommend updating it to the latest service pack or patch. This could resolve unexpected behavior due to software bugs. Additionally, double-check that the code you are running is identical to the code snippet provided and that there are no typos or alterations.
Hope this helps!
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