What does fmincon rel max. constraint violation mean ? Why is that compared to TolCon and not "output.constrviolation" ?
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Hello,
below is the output of fmincon (2011b, SQP)
Optimization terminated.
Norm of First-order
Iter F-count f(x) Feasibility Steplength step optimality
0 22 -6.805775e+004 2.649e+002 2.728e+003
1 44 -5.056068e+004 1.868e+002 1.000e+000 2.676e+001 8.910e+005
2 45 -5.056068e+004 1.868e+002 7.000e-001 1.767e-008 8.910e+005
Optimization stopped because the relative changes in all elements of x are
less than options.TolX = 1.000000e-004, but the relative maximum constraint
violation, 7.052354e-001, exceeds options.TolCon = 1.000000e-001.
Optimization Metric Options
max(abs(delta_x./x)) = 1.15e-009 TolX = 1e-004 (selected)
relative max(constraint violation) = 7.05e-001 TolCon = 1e-001 (selected)
My Question is: At the last iteration the feasibility (constraint violation) is listed as 1.868e+002 which equals to max(f_nonlinc(x)).
At the very end of the optimization run output.constrviolation is also 1.868e+002 BUT the value which is compared to TolCon is the relative max(constraint violation) which is 7.05e-001 ?
What ist the difference between "relative max(constraint violation)" and output.constrviolation, how is the rel. violation computed ?
Why is matlab/fmincon comparing TolCon with the relative violation ? That doesn´t fit to the documentation.
1 Comment
Vincent
on 15 May 2012
This is a good question, why has nobody ever answered this? Can someone please have a look at this?
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