fmincon does not fulfil constraints

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Erik Beste 2022-4-28

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https://ww2.mathworks.cn/matlabcentral/answers/1707170-fmincon-does-not-fulfil-constraints

编辑： Matt J 2022-5-2

采纳的回答： Alan Weiss

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Hi Matlab Community,

I am stuck at one point with fmincon and I am not getting anywhere. Your help would be very much appreciated.

I am trying to solve an optimization problem. With two main conditions:

x=fmincon(@(x)fAraucoMarkt(x,AraucoEnergy),x0,[],[],[],[],LB,RB,@(x)bedMarkt(x,AraucoEnergy));

But within the results these conditions are not fulfilled:

Here the conditions:

function [c,ceq] = bedMarkt(x,AraucoEnergy)
    minSpeicher=fminSpeich(x,AraucoEnergy);
    Restschuld=fRestschuld(x,AraucoEnergy);
    c=0.1-minSpeicher;
    ceq =Restschuld-0;
end

If I understood everything right than c means that the minSpeicher is always larger than 0.1 right? and that is most of the time not the case.

Maybe you can see already what I am doing wrong otherwise let me know if I could provide more information.

Thanks a lot

Erik

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采纳的回答

Alan Weiss 2022-4-28

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As documented, Iterations Can Violate Constraints. So I am not sure whether you are complaining about intermediate iterations (where the constraints can be violated) or the final result (which should have the constraints violated by no more than options.ConstraintTolerance).

Alan Weiss

MATLAB mathematical toolbox documentation

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Erik Beste 2022-5-2

Maybe it would be a good idea to include this into the description of the function. I could not find it there anywhere and I guess it is an important information.

Matt J 2022-5-2

编辑：Matt J 2022-5-2

It's there, but I agree that it really should be at the top of the document, rather than a footnote.

https://www.mathworks.com/help/optim/ug/fmincon.html#busp5fq-7

"fmincon is a gradient-based method that is designed to work on problems where the objective and constraint functions are both continuous and have continuous first derivatives."

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Matt J 2022-4-29

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编辑：Matt J 2022-4-29

so I used the debugging now for a while an I noticed one thing. fmincon changes the values of x just very little from step to step. But apart from x (1,1) all the values are integers (but I just do this in the formula fminspeicher)

fmincon does not handle integer-valued variables, and it also doesn't handle functionsthat involve rounding to integers, like with int8. How many combinations of of possible integer values are there for the 3 variables? Could you just loop over them all, solving for x(1) given fixed values for the other three?