Fmincon stopped because the size of the current step is less than the default value of the step size tolerance...How can I solve this?
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This is my coding
U=[0.04854 0 0 0; 0.03483 0.03125 0 0; 0.02477 0.02223 0.04000 0; 0.01738 0.01550 0.02807 0.05263];
m=[1.6378; 1.1753; 0.8359; 0.5867];
n=4;
fun=inline('200*0.5.^0.8+1000*0.5.^0.8*x(1).^2+200*0.3.^0.8+1000*0.3.^0.8*x(2).^2+200*0.4.^0.8+1000*0.4.^0.8*x(3).^2+200*0.5.^0.8+1000*0.5.^0.8*x(4).^2');
x0=[1 1 1 1];
a=[5;5;5;5];
b=[200;200;200;200];
A=[-200 0 0 0; 0 -200 0 0; 0 0 -200 0; 0 0 0 -200];
B=inv(U)*(a-m);
LB=[0 0 0 0];
UB=[1 1 1 1];
[x,fval]=fmincon(fun,x0,A,B,[],[],LB,UB,[]);
x;
fval;
L=ones(4,1);
for i=1:n
L(i)=200*(1-x(i));
end;
L;
L2=U*L+m;
But after running it, it shows
Local minimum possible. Constraints satisfied.
fmincon stopped because the size of the current step is less than
the default value of the step size tolerance and constraints are
satisfied to within the default value of the constraint tolerance.
<stopping criteria details>
May I ask, how can I solve this?
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