Slacktol value ?

Question

Samir 2011-9-27

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/16891-slacktol-value

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.

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

Samir 2011-9-27

done. thanks.

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Rakesh Kumar 2011-10-5

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/16891-slacktol-value#answer_23615

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