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Thread Subject:
fmincon does not respect boundaries

Subject: fmincon does not respect boundaries

From: matteo.diplomacy@gmail.com

Date: 26 Dec, 2012 21:27:40

Message: 1 of 4

I have a problem with ten variables.
I have lower and upper boundaries for each variable. During the optimization process (e.g 2nd iteration), the fmincon uses input variables violating the boundaries. This behavior leads an error in my function, because it loses its consistency.

Why does fmincon violate the imposed boundaries, lb and ub ?

Subject: fmincon does not respect boundaries

From: Steven_Lord

Date: 31 Dec, 2012 04:43:09

Message: 2 of 4



<matteo.diplomacy@gmail.com> wrote in message
news:4c053e34-ee88-47b5-80e5-d32ab3ba20e1@googlegroups.com...
> I have a problem with ten variables.
> I have lower and upper boundaries for each variable. During the
> optimization process (e.g 2nd iteration), the fmincon uses input variables
> violating the boundaries. This behavior leads an error in my function,
> because it loses its consistency.
>
> Why does fmincon violate the imposed boundaries, lb and ub ?

http://www.mathworks.com/support/solutions/en/data/1-18P0B/index.html?solution=1-18P0B

--
Steve Lord
slord@mathworks.com
To contact Technical Support use the Contact Us link on
http://www.mathworks.com

Subject: fmincon does not respect boundaries

From: Alan_Weiss

Date: 2 Jan, 2013 15:41:24

Message: 3 of 4

On 12/26/2012 4:27 PM, matteo.diplomacy@gmail.com wrote:
> I have a problem with ten variables.
> I have lower and upper boundaries for each variable. During the optimization process (e.g 2nd iteration), the fmincon uses input variables violating the boundaries. This behavior leads an error in my function, because it loses its consistency.
>
> Why does fmincon violate the imposed boundaries, lb and ub ?

This issue can be avoided by using the interior-point or sqp algorithm:
http://www.mathworks.com/help/optim/ug/writing-constraints.html#br9p_ry

Alan Weiss
MATLAB mathematical toolbox documentation

Subject: fmincon does not respect boundaries

From: Allamarein

Date: 3 Jan, 2013 18:26:28

Message: 4 of 4

>
> This issue can be avoided by using the interior-point or sqp algorithm:
>
> http://www.mathworks.com/help/optim/ug/writing-constraints.html#br9p_ry
>
>
>
> Alan Weiss
>
> MATLAB mathematical toolbox documentation

My Matlab does not support 'sqp'. Probably I will have to choose 'interior-point'. Thanks

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