Why is lambda as an output of fmincon empty?

4 次查看（过去 30 天）
Viswanath Hariharan
回答： Steve Grikschat 2018-6-27
I am using fmincon to perform convex, non linear programming, constrained optimization. I don't have any non linear equality constraints. I have linear equality and inequality constraints and non linear inequality constraints. I just have a few questions.
1. What does it mean for fmincon solver to give out an empty lambda?
2. How to check for quality of solution obtained by fmincon?
3. How to obtain duality gap in fmincon?
  2 个评论
Alan Weiss
Alan Weiss 2018-6-26
Please show us your fmincon call and the output from that call.
Alan Weiss
MATLAB mathematical toolbox documentation
Viswanath Hariharan
Viswanath Hariharan 2018-6-27
options = optimoptions(@fmincon,'OutputFcn',@inexact_outfun,'Algorithm','interior-point','MaxIterations',1e6,'MaxFunctionEvaluations',1e6,'StepTolerance',1e-10 );
[x,fval,exitflag,output,lambda,grad,hessian] = fmincon(fun,tempx0,A,b,Aeq,beq,lb,ub,@(x)nonlconstraints(x,j),options);
>> output_val{4}
ans =
struct with fields:
iterations: 4
funcCount: 307
constrviolation: 0.1956
stepsize: 0.0055
algorithm: 'interior-point'
firstorderopt: 0
cgiterations: 0
message: 'fmincon stopped by the output or plot function.'

请先登录，再进行评论。

请先登录，再回答此问题。

采纳的回答

Steve Grikschat
Steve Grikschat 2018-6-27
Hi Viswanath,
The lambda output is empty since the algorithm was stopped prematurely by the OutputFcn.
When that happens, the lambda (the Lagrangian duals) may be in an inconsistent state, so they are not returned. If you let the optimization complete normally, you should get a structure of duals in the lambda output (assuming the problem is not infeasible or unbounded).

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Solver Outputs and Iterative Display 的更多信息

标签

产品


版本

R2017b

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by