Quadprog solver stalled, constraints satisfied.

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Mingyang Sun
Mingyang Sun 2021-4-16
回答： Matt J 2021-4-16
H is a 400 x 400 symmetric matrix, when I use
quadprog(H,-f, Aieq, zeros(PreL_max,1),[],[],[],[],[],optimoptions('quadprog','Display','final','ConstraintTolerance',1e-12));
I got
"Solver stalled, constraints satisfied.
quadprog stopped because the size of the current step is less than
the value of the step size tolerance and constraints are
satisfied to within the value of the constraint tolerance."
However, if I use
quadprog(H,-f, Aieq, zeros(PreL_max,1));
I got
"Minimum found that satisfies the constraints.
Optimization completed because the objective function is non-decreasing in
feasible directions, to within the value of the optimality tolerance,
and constraints are satisfied to within the value of the constraint tolerance."
Why I have different output?

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采纳的回答

Matt J
Matt J 2021-4-16
Well, because in the first case you are using a non-default ConstraintTolerance, of course. That changes the conditions when the quadprog stops iterating.

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