optimization - MATLAB fmincon interior-point Warning: Matrix is singular to working precision -


i trying run fmincon function of matlab optimization toolbox in following form:

   fmincon(@fun,a,b,aeq,beq,lb,ub) 

i cannot find solution , getting

no feasible solution found.

i went troubleshooting testing boundaries following code:

   f = zeros(size(x0));    xnew = linprog(f,a,b,aeq,beq,lb,ub) 

this did not work when did aeq=sparse(aeq);a=sparse(a); magically did! sparse not work fmincon!

in addition that, warning:

matrix singular working precision

when run fmincon. think matrix matrix in fmincon function. still presume problem matrices because of sparse experience above. here example of matrices:

   =0.3333   -0.3333     aeq = 1     1       0.6667    0.3333       0.3333    0.6667 

so have idea problem , how can solve it?

by way linear problem can solved 'active-set' algorithm out of 4 possible algos fmincon. 1 not strictly abide constraints, giving constraint violated results sometimes.

any advice appreciated.


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