Equality contrains ignored by fmincon

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John Hoop 2020-4-20

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评论： Matt J 2020-4-20

I use fmincon to minize a function with 250 variables. Some variables are dependent, but the degree of freedom is still very high. I put equality constrains to fix some varibles to constants. When I run fmincon, I received the following error from Matlab

"Solver stopped prematurely.
fmincon stopped because it exceeded the function evaluation limit,
options.MaxFunctionEvaluations = 3.000000e+03."

I checked the premature x variable. It did not meet the equality constrains at all. The elements that were set to zeros all are non-zero number. I am wondering what would be possible causes? The equality constrains seem so straight forward, but still ignored by fmincon. Could someone advise me please?

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John Hoop 2020-4-20

Hi Walter, Thank you very much for your suggestion. I thought about this. But, I would like to keep these variables in the system, because I eventually want to use all as optimization variables. For now, I fix these only for testing purposes.

darova 2020-4-20

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This looks strange. Just 100 zero variables? What is the point?

for i=1:100
    Aeq(i,i)=1;
end

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回答（2 个）

BALAJI KARTHEEK 2020-4-20

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I hope u can use this code, i too have the same problem while solving the problem with 130 variables and nearly 200 constraints, but when i used this it worked fine with me... if u want further details, u cann contact me through watsapp +91 7893397808 or try it by urself. It will work for sure

opts = optimoptions('fmincon','Display','iter','MaxFunctionEvaluations',10e+10);

problem = createOptimProblem('fmincon','objective',obj2,'x0',your_initial_point,'lb',LB,'ub',UB,'nonlcon',constraints1,'options',opts);

ms = GlobalSearch;

[x,f] = run(ms,problem);

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John Hoop 2020-4-20

Hi Balaji, thank you very much for suggestions. I am going to have some tries and may contact you via whatapp. Cheers, Jun

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Matt J 2020-4-20

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在 MATLAB Online 中打开

You cannot use the Aeq, beq constraint parameters to force exact equality. You could instead try setting the upper and lower bounds,

lb(1:100)=0;
ub(1:100)=0;

but if you are reaching the function evaluation limit, it may be that a feasible solution with the parameters you've set to zero simply does not exist.