Solver stopped prematurely. fmincon stopped because it exceeded the function evaluation limit,

genp=[0.00375   2       50  500   40  40;
      0.0175    1.75    20  200   40  40;
      0.0625    1       15  120   40  40;
      0.00834   3.25    10  105   20  20;
      0.025     3       10  100   20  20;  
      0.025     3       12  110   20  20;];

a=genp(:,1).*ones(6,24);
b=genp(:,2).*ones(6,24);
Pmin=genp(:,3).*ones(6,24);
Pmax=genp(:,4).*ones(6,24);
RU=genp(:,5).*ones(6,24);
RD=genp(:,6).*ones(6,24);

Demand=[510 530 516 510 515 544 646 686 741 734 748 760 754 700 686 720 714 761 727 714 618 584 578 544];

% Variables
p=optimvar('p',6,24,'lowerbound',0);
x0=zeros(6*24,1);

% Objective
opt=optimproblem;
opt.Objective=sum(sum(a.*p.*p)+sum(b.*p));

% Constraints
opt.Constraints.consmin=optimconstr(6,24);
opt.Constraints.consmax=optimconstr(6,24);
for g=1:6
    for t=1:24
        opt.Constraints.consmin(g,t)=p(g,t)<=Pmax(g,t);
        opt.Constraints.consmax(g,t)=Pmin(g,t)<=p(g,t);
    end
end

opt.Constraints.consL = optimconstr(24);
for t=1:24
    opt.Constraints.consL(t)=sum(p(:,t))==Demand(t);
end

opt.Constraints.consRU = optimconstr(6,24);
opt.Constraints.consRD = optimconstr(6,24);
for g=1:6
    for t=2:24
        opt.Constraints.consRU(g,t)=p(g,t)-p(g,t-1)<=RU(g);
        opt.Constraints.consRD(g,t)=p(g,t-1)-p(g,t)<=RD(g);
    end
end

% Solve
problem=prob2struct(opt,'ObjectiveDerivative','finite-differences','Solver','fmincon');
problem.x0 = x0;
[sol,fval,exitflag,output] = fmincon(problem);

Solver stopped prematurely.

fmincon stopped because it exceeded the function evaluation limit,
options.MaxFunctionEvaluations = 3.000000e+03.

% plot x variables
fval;
g=zeros(6,24);
for t=1:24
    g(:,t)=sol(6*(t-1)+1:6*t);
end
plot(g');

f=figure(3);
plot(1:24,Demand,1:24,sum(g))

This is optimization for economic dispatch of 6 generators.

I got an error in [sol,fval,exitflag,output] = fmincon(problem);. How can i fix this?

Answer 1

[Matt J]

It's not an error. It's just telling you that it doesn't think it had a chance to run enough iterations. You can use optimoptions to raise the ceiling on MaxFunEvaluations and MaxIterations.

[Hkl]

I doubled MaxFunEvaluations and MaxIterations by options = optimoptions('fmincon','MaxIterations',2000,'MaxFunctionEvaluations',6000).

But it still says options.MaxFunctionEvaluations = 3.000000e+03.

[Matt J]

Probably because you didn't pass the optimoptions object to fmincon.