I'm using 'quadprog' in Simulink, but the 'boundary constraint' is invalid

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任飞 2023-5-30

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https://ww2.mathworks.cn/matlabcentral/answers/1975574-i-m-using-quadprog-in-simulink-but-the-boundary-constraint-is-invalid

评论：任飞 2023-7-4

采纳的回答： Swaraj

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I'm using 'quadprog' in Simulink, but the 'boundary constraint' is invalid.

The output does not report error, but the output result exceeds the Ub I set, the maximum value exceeds 200.

This is part of my code, kesai is a 5*1 vector，I'm sure the dimension of the matrix is correct

H = 2*W + 2*yita*M'*Ww*M;
%% 
f = -2*yita*M'*Ww*V;
A = [];
b=[];
Aeq = M;
beq = V;
lb = [-100,-100,-100,-100,-0.02];
ub = [200,200,200,200,0.02];                                                                        
x0 = [0,0,0,0,0];                                                               
options = optimoptions('quadprog','Algorithm','active-set');
[kesai] = quadprog(H, f, A, b, Aeq, beq, lb, ub, x0, options);

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Jon 2023-5-30

Please provide (attach files as needed) a simple, stand alone, runnable example that will reproduce the problem.

Torsten 2023-5-30

I was wondering if there could be a conflict with the given constraint, causing the constraint to fail. If there is a conflict between constraints, will MATLAB report an error?

You should look at the exitflag from quadprog:

[x,fval,exitflag,output] = quadprog(___)

If exitflag = -2, e.g., the problem is classified as infeasible.

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