how to change the step tolerance or constraint tolerance in fmincon?
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I am working with fmincon and my work is to minimize the cost for t= 24 when i run my code it work for t=1 to t=17 but after that it show me the following error:
"No feasible solution found.
fmincon stopped because the size of the current search direction is less than
twice the default value of the step size tolerance but constraints are not
satisfied to within the default value of the constraint tolerance. "
how i resolve this problem please help me.....
Sai Bhargav Avula on 17 May 2020
Edited: Sai Bhargav Avula on 17 May 2020
The answer to why this occurs is explained in the following link 3rd part
You can use the optimoptions function to change the tolerance values like
options = optimset('fmincon','StepTolerance',1e-10);
Hope this helps!