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!

Problem when using linprog - interior-point algorithm - MATLAB Answers

Torsten 2024-3-21

And what has changed since yesterday on your computer ? A new MATLAB installation ?

ANDREA MONTANINO 2024-3-21

It didn't change anything (for what I am able to control) when I experienced this problem for the first time.

Then I reinstalled Matlab, updating the version, hoping in a bug to be fixed, but it continued with the same problem. I installed MATLAB also on a different workstation (with UBUNTU) and I have the same problem.

Torsten 2024-3-21

What is the length of c = 0.00*grad_displ + 0*1e-5*grad_compr ?

Does it equal size(AA,2) and size(Kcon,2) ?

What error message do you get from "linprog" ?

It's almost impossible to find the problem with the information given.

ANDREA MONTANINO 2024-3-21

The sizes are correct, the ones I have ever used and that work for smaller number of constraints.

The error is inside the built-in MATLAB function linprog. Here is the error message:

===============================================================

Error using optim.algorithm.LinprogInteriorPoint/getExitInfo

This combination of exitflags is not supported.

Error in optim.algorithm.GeneralizedLinear/createExitflagAndMsg

Error in optim.algorithm.GeneralizedLinear/performExitflagAndMsgActions

Error in optim.algorithm.LinprogInteriorPoint/run

Error in linprog (line 366)

[x, fval, exitflag, output, lambda] = run(algorithm, problem);

Error in Turchini_sup (line 190)

[Fopt,energy,exitflag] = linprog(c,AA,BB,KCon,bCon,LB,UB,optionsLin);

===============================================================

Thank you very much for your interest and help

Torsten 2024-3-21

编辑：Torsten 2024-3-21

在 MATLAB Online 中打开

I always see the options as

optionsLin = optimoptions(@linprog,...

instead of

optionsLin = optimoptions('linprog',

in the MATLAB documentation. Does this change anything ?

What if you don't use the options command at all ?

Does the error appear right at the beginning of the computation or after a while when the solver could have finished ?

Matt J 2024-3-21

@ANDREA MONTANINO Run the code for us here in the online Matlab environment and see if you get a different result.

ANDREA MONTANINO 2024-3-21

It does not change anythong between 'linprog' and @linprog.

If I don't use option command it seems to work, but the algorithm is extremely slow and above all I have no information about what it happening (no display option). The other possible algorithm is the 'dual-simplex' but it is not adapt to my case.

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 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.

Problem when using linprog - interior-point algorithm

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