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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