What does the values "constrviolation" and "firstorderopt" mean to the problem feasibility?
3 次查看(过去 30 天)
显示 更早的评论
The output of fmincon for my optimization problem is the following :
output =
struct with fields:
iterations: 8
funcCount: 189
constrviolation: 2.2204e-16
stepsize: 0.0200
algorithm: 'interior-point'
firstorderopt: 8.6207
cgiterations: 0
message: ['Local minimum found that satisfies the constraints.↵↵Optimization completed because ' ...
['the objective function is non-decreasing ↵feasible directions, to within the default value of ' ...
['the optimality tolerance,↵and constraints are satisfied to within the default value of the' ...
' constraint tolerance.↵↵Stopping criteria details:↵↵' ...
'Optimization completed: The relative first-order optimality measure, 1.403718e-07,↵is less ' ...
'than options.OptimalityTolerance = 1.000000e-06, ' ...
'and the relative maximum constraint↵violation, 2.220446e-16, is less than options.' ...
'ConstraintTolerance = 1.000000e-06.↵↵Optimization Metric ' ...
' Options↵relative first-order optimality = 1.40e-07 ' ...
'OptimalityTolerance = 1e-06 (default)↵' ...
'relative max(constraint violation) = 2.22e-16 ' ...
' ConstraintTolerance = 1e-06 (default)']
I would like to know if the program converged to a feasible point with the above values of constrviolation and firstorderopt. What are relative constrviolation and relative first-order optimality?
When I set Aeq and beq to [], the constraint violation becomes 0.
P.S : The problem has linear and non linear constraints.
0 个评论
回答(0 个)
另请参阅
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!