Hi, I tried to use fmincon but I received the message. How should I do

No feasible solution found.

fmincon stopped because it is unable to find a point locally that satisfies

the constraints within the selected value of the constraint tolerance."

The information of iter-detailed is as followings:

Max Line search Directional First-order

Iter F-count f(x) constraint steplength derivative optimality Procedure

0 82 -1.0034 3480 Infeasible start point

1 164 -1.00515 354.8 1 -0.0335 0.0813

2 246 -1.00601 3.686 1 -0.143 0.0103 Hessian modified

3 328 -1.00605 0.4859 1 -0.00621 0.028 Hessian modified twice

4 410 -1.00609 4.929 1 -0.00223 0.0104 Hessian modified

5 492 -1.00607 0.04732 1 0.00508 0.0124 Hessian modified

6 574 -1.00609 0.9597 1 -0.00141 0.00355 Hessian modified

7 656 -1.00609 0.1974 1 0.000492 0.00839 Hessian modified

8 738 -1.00609 0.1946 1 -0.000677 0.00758 Hessian modified

9 820 -1.0061 0.4714 1 -0.000696 0.0079 Hessian modified

10 902 -1.00611 0.6442 1 -0.000577 0.00731 Hessian modified

11 984 -1.00611 0.4668 1 -0.000491 0.00573 Hessian modified

12 1066 -1.00611 0.1859 1 -0.000216 0.00408 Hessian modified

13 1148 -1.00612 0.09291 1 -0.000407 0.00281 Hessian modified

14 1230 -1.00612 0.1776 1 -0.000519 0.00229 Hessian modified

15 1312 -1.00612 0.1746 1 -0.000331 0.00216 Hessian modified

16 1394 -1.00612 0.1142 1 -0.000213 0.00194 Hessian modified

17 1476 -1.00612 0.05896 1 -0.000156 0.00157 Hessian modified

18 1558 -1.00612 0.03069 1 -0.000157 0.00114 Hessian modified

19 1640 -1.00612 0.02441 1 -0.000176 0.000808 Hessian modified

20 1722 -1.00612 0.01698 1 -0.000115 0.000603 Hessian modified

21 1804 -1.00612 0.0127 1 -0.000126 0.000493 Hessian modified

22 1886 -1.00613 0.022 1 -0.00015 0.000418 Hessian modified

23 1968 -1.00613 0.03507 1 -0.000132 0.000473 Hessian modified

24 2050 -1.00613 0.03321 1 -9.43e-05 0.000506 Hessian modified

25 2132 -1.00613 0.01247 1 -2.54e-05 0.000477 Hessian modified

26 2214 -1.00613 0.003293 1 -2.49e-05 0.000418 Hessian modified

27 2296 -1.00613 0.00362 1 -9.51e-05 0.000384 Hessian modified

28 2378 -1.00613 0.007073 1 -8.52e-05 0.000384 Hessian modified

29 2460 -1.00613 0.009218 1 -5.33e-05 0.000338 Hessian modified

30 2542 -1.00613 0.004685 1 -1.87e-05 0.000265 Hessian modified

31 2624 -1.00613 0.001295 1 -1.44e-05 0.00022 Hessian modified

32 2706 -1.00613 0.001563 1 -4.72e-05 0.000174 Hessian modified

33 2788 -1.00613 0.003719 1 -4.91e-05 0.000173 Hessian modified

34 2870 -1.00613 0.006714 1 -4.17e-05 0.000221 Hessian modified

35 2952 -1.00613 0.005654 1 -2.72e-05 0.000206 Hessian modified

36 3034 -1.00613 0.001384 1 5.8e-06 0.000195 Hessian modified

37 3116 -1.00613 0.0002221 1 8.04e-06 0.00019 Hessian modified

38 3205 -1.00613 0.0005137 0.00781 -1.65e-05 0.0028 Hessian modified twice

39 3287 -1.00613 5.943e-05 1 -2.05e-05 0.000168 Hessian modified twice

40 3373 -1.00613 0.003659 0.0625 -4.37e-05 0.0245 Hessian modified twice

41 3455 -1.00613 0.002154 1 -2.31e-06 0.00426 Hessian modified

42 3537 -1.00613 0.0005249 1 1.52e-05 0.00173 Hessian modified

43 3619 -1.00613 4.381e-05 1 1.2e-06 0.00274 Hessian modified twice

44 3702 -1.00613 0.0009695 0.5 -1.1e-05 0.00417 Hessian modified twice

45 3784 -1.00613 0.0003152 1 -2.98e-06 0.0014 Hessian modified twice

46 3868 -1.00613 0.0005202 0.25 -8.04e-06 0.00419 Hessian modified twice

47 3950 -1.00613 7.217e-05 1 3.38e-07 0.00181 Hessian modified twice

48 4034 -1.00613 0.001222 0.25 -2.22e-05 0.0114 Hessian modified twice

49 4116 -1.00613 0.0001325 1 3.9e-06 0.00276 Hessian modified twice

50 4201 -1.00613 0.0003558 0.125 -9.74e-06 0.011 Hessian modified twice

51 4284 -1.00613 0.0003304 0.5 -2.31e-06 0.00369 Hessian modified twice

52 4370 -1.00613 0.000355 0.0625 -1.73e-06 0.00504 Hessian modified twice

53 4453 -1.00613 0.0003366 0.5 -2.58e-06 0.00199 Hessian modified twice

54 4535 -1.00613 0.0001426 1 -7e-07 0.00524 Hessian modified twice

55 4621 -1.00613 0.0001588 0.0625 -1.36e-06 0.00287 Hessian modified twice

56 4703 -1.00613 0.0002567 1 -7.95e-06 0.00522 Hessian modified twice

57 4788 -1.00613 0.0003902 0.125 -4.47e-06 0.00765 Hessian modified twice

58 4870 -1.00613 0.0001447 1 1.06e-08 0.00525 Hessian modified twice

59 4953 -1.00613 0.0001969 0.5 -2.09e-06 0.00483 Hessian modified twice

60 5052 -1.00613 0.0001969 7.63e-06 -2.24e-06 4.83 Hessian modified twice

[Walter Roberson]

it could not find even one point that satisfied the constraints. That can happen especially if you have equality constraints, and is not uncommon if you have nonlinear equality constraints.

[yuwan duan]

Thank you for your answer. Yes, I have nonlinear equality constraints. So how should I do? Whether changing the initial values will work? Acturally my initial values is just one of the points that satisfied the constraints, though it is not the optimal.

[Walter Roberson]

Changing the initial value might help. If you have the global optimization toolbox, then you might want to try MultiStart.

The initial value you are using violates constraints by a fair bit. By the time it got to generation 60, it was a comparatively much smaller constraint violation. You could try increasing the amount by which you are willing to permit constraints to be violated to see if it is able to find better values.

Answer 1

[madhan ravi]

https://in.mathworks.com/help/optim/ug/when-the-solver-fails.html