Error with inequality constraints with patternsearch

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.

Answer 1

[Alan Weiss]

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

[Mehul Agrawal]

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]

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

Answer 2

[Xinlei Wang]

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.