singular matrix in fmincon
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I get an warning for singularity with calling fmincon. I would like to know what is causing this, however the error occurs in a p-file making it hard to investigate:
Warning: Matrix is close to singular or badly scaled. Results may be
inaccurate. RCOND = 1.553382e-17.
> In backsolveSys (line 17)
In solveKKTsystem (line 15)
In computeTrialStep (line 66)
In barrier (line 357)
In fmincon (line 796)
In Call_Optimize (line 115)
What is computed in backsolveSys?
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Matt J
le 22 Juil 2015
Modifié(e) : Matt J
le 22 Juil 2015
It looks like it is solving an ill-condition linear system of equations, similar to the following
>> b=[1; 1e-16]; diag(b)\b
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate.
RCOND = 1.000000e-16.
ans =
1
1
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