Error with inequality constraints with patternsearch

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Hi,
I encountered the following error while using patternsearch in Matlab :???
Error using ==> lcondirections at 39
Constraints are dependent at current iterate
Try increasing OPTIONS.TolBind (<eps).
The default value of TolBind is already large enough and anyway I tried to increase the TolBind value but to no avail. Does anyone here encountered a similar problem or know how to solve it? Thanks.

Accepted Answer

Alan Weiss
Alan Weiss on 21 May 2014
TolBind relates to linear constraints. So I suggest that you use the GSS polling algorithm instead of the default GPS. Set the PollMethod option to 'GSSPositiveBasis2N' or 'GSSPositiveBasisNp1' with psoptimset. See Compare the efficiency of poll options in the documentation.
Alan Weiss
MATLAB mathematical toolbox documentation
  2 Comments
Mehul Agrawal
Mehul Agrawal on 7 Jun 2016
Edited: Walter Roberson on 7 Jun 2016
Hi Alan,
I tried both of these things in the poll method. But still got the same error.
Optimization running.
Error running optimization.
Constraints are dependent at current iterate.
Try increasing OPTIONS.TolBind (< eps).
Alan Weiss
Alan Weiss on 8 Jun 2016
You might also try different initial points. And try to determine whether your problem is feasible by using linprog to find an initial point that satisfies your bounds and linear constraints.
Alan Weiss
MATLAB mathematical toolbox documentation

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More Answers (1)

Xinlei Wang
Xinlei Wang on 7 Jul 2017
Hi Tan, I happened to encounter this error and, in my problem, solved it. My linear constraints were redundant. I deleted one of the constraints and then the solver works well. I think you could check whether your constraints are too many, if this is also your case.

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