Slacktol value ?

1 次查看（过去 30 天）
Samir
Samir 2011-9-27
I tried the solution mentioned in the following link for changing the eps value to slacktol value, but still not working. My version of optimization toolbox is 5.1 and R2010b:
http://www.mathworks.com/support/solutions/en/data/1-1BYP9/?solution=1-1BYP9
H = 2.*eye(12); f = rand(12, 1); %Define problem
A = []; b = []; %Define inequality constraints
Aeq = [ones(1,6) zeros(1,6); zeros(1,6) ones(1,6)]; beq = [16.8; 175.2]; %Define equality constraints
lb = [0; [1.9:.95:11.4].'; [8.35:.95:18.8].']; lb(7) = 0; lb(13) = 8.35;
UB = 292.*ones(24,1); UB(1) = 0; UB(7) = 0; %Define upper and lower bounds
[set, opt_val] = quadprog(H,f,A,b,Aeq,beq,lb,UB); %Solve problem
After changing also still the same answer: Warning: Large-scale algorithm does not currently solve this problem formulation, using medium-scale algorithm instead. > In quadprog at 293 Exiting: the constraints are overly stringent; no feasible starting point found.

请先登录，再回答此问题。

采纳的回答

Rakesh Kumar
Rakesh Kumar 2011-10-5
First suggestion is to use the newer algorithm added in 11a if you can.
The warning message I get should be fixed (easy to fix) Warning: Length of lower bounds is > length(x); ignoring extra bounds.
When I tried with the newer algorithm added to quadprog (interior-point), the solver correctly detects the problem to be infeasible. Unfortunately, the older algorithm (active-set) stops with a cryptic message ('the constraints are overly stringent') but essentially tells me that the constraints cannot be satisfied (hence infeasible).
Rakesh

更多回答（1 个）

Steve Grikschat
Steve Grikschat 2011-10-11
If anyone else checks this, know that the problem given above is infeasible and the solution is erroneous.
It's not recommended to modify the code. Instead, try what Rakesh has suggested. Run the interior-point-convex algorithm if you have R2011a or later.
options = optimset('Algorithm','interior-point-convex'); quadprog(H,f,A,b,Aeq,beq,lb,ub,x0,options);

类别

在 Help Center 和 File Exchange 中查找有关 Solver Outputs and Iterative Display 的更多信息

标签

产品

Community Treasure Hunt

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

Start Hunting!

Translated by