i used "active set" algorithm in fmincon and got exit flag 5, is this answer should be considered right or not?
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Options=optimset('Algorithm','active-set','Display','Iter','TolFun',1e-12,'MaxFunEvals',1000, 'TolCon',1e-12,'TolX',1e-15);
[Q,fval,exitflag,output] = fmincon(@simple_fitnessa,Q0,An,bn,Aeq,beq,lb,ub,nonlcon,options)
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Matt J
2018-1-25
It's always good to check the first-order optimality measure, if the exitflag is anything but 1.
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Matt J
2018-1-27
I don't think there is necessarily a problem. Check the first-order optimality measure and see how small it is compared to where it started.
However, you could also try some different initial starting guesses for the iterations and see how that affects both the result and the exitflag.
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