Problem when using linprog - interior-point algorithm

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ANDREA MONTANINO
ANDREA MONTANINO 2024-3-21
评论： ANDREA MONTANINO 2024-3-21
Hello! I am trying to solve the following linear programming problem using MATLAB linprog function
optionsLin = optimoptions('linprog','Display','iter','Algorithm','interior-point',...
'OptimalityTolerance', 1e-8,'MaxIterations',1000,...
'ConstraintTolerance',5e-3);
c = 0.00*grad_displ + 0*1e-5*grad_compr;
LB = []; UB = [];
[Fopt,energy,exitflag] = linprog(c,AA,BB,KCon,bCon,LB,UB,optionsLin);
Since yesterday, the same code seems not to work when a relatively large number of constraints is imposed. Does anyone have any information about possible updates of the optimization toolbox that have caused this issue? Or anyone knows why I am experiencuing this difficulties? ANd above all, anyone that knows how to circumvent this problem?
I am using Matlab 2022b licence, but the same with matlab2023b and 2024a.
Thank you in advance!
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Torsten
Torsten 2024-3-21
编辑：Torsten 2024-3-21
Then you should test which of the optimoptions causes the problem by first using display, then display + algorithm etc.
Maybe it's the optimality tolerance because you work with c = 0 - thus you only try to find a feasible solution without optimizing at all.
ANDREA MONTANINO
ANDREA MONTANINO 2024-3-21
Thank you for your comment. I removed all the options and finally the problem arises when adopting the 'Algorithm','interior-point'.
Unfortunately the alterantive algorithm ('dual-simplex') is extremely slower and returning very bad solutions, compared with the 'interior-point'. So I absolutely need to restore the functionalities of the previous algorithm.

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