Why are non-linear equality constraints not fulfilled for a constrained optimization problem using "fmincon" and "GlobalSearch"
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MathWorks Support Team
le 30 Mar 2016
Modifié(e) : MathWorks Support Team
le 3 Mar 2021
I am trying to optimize 13 variables to maximize a cost function (depends on solutions of a dynamic system) . I have 2 linear equality constraints and 2 linear inequality constraints and 1 non-linear constraint. When I use "GlobalSearch" and "fmincon" as local solver, the linear equality constraints are fulfilled but non-linear equality constraint is not fulfilled. Also, if I use "fmincon" alone, the result shows no feasible solution found.
I would like to know if I am putting the non-linear constraint correctly.
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MathWorks Support Team
le 3 Mar 2021
Modifié(e) : MathWorks Support Team
le 3 Mar 2021
This behavior is expected, the solver might not be able to satisfy the non-linear constraints completely for all use cases. If the difference is a small value from the bound, the 'TolCon' property can be lowered by doing the following when creating the optimization options:
>> opts = optimoptions(@fmincon,'TolCon',1e-8);
Alternatively you can also try using the alternative algorithms such as ('sqp', 'active-set', 'interior-point') for "fmincon" to see if the constraints are satisfied. More details are available in the following link:
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