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[Octave-bug-tracker] [bug #56283] [octave forge] (optim 1.6.0) fmincon i


From: Torsten Lilge
Subject: [Octave-bug-tracker] [bug #56283] [octave forge] (optim 1.6.0) fmincon ignores nonlinear equality constraints
Date: Tue, 7 May 2019 14:52:13 -0400 (EDT)
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:60.0) Gecko/20100101 Firefox/60.0

URL:
  <https://savannah.gnu.org/bugs/?56283>

                 Summary: [octave forge] (optim 1.6.0) fmincon ignores
nonlinear equality constraints
                 Project: GNU Octave
            Submitted by: ttl
            Submitted on: Tue 07 May 2019 08:52:11 PM CEST
                Category: Octave Forge Package
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: None
                  Status: None
             Assigned to: None
         Originator Name: Torsten
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 5.1.0
        Operating System: GNU/Linux

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Details:

The fmincon function ignores the nonlinear equality constraints at least for
the example attached to this report.

The example is an open-loop optimal control of a discrete-time system within a
finite optimization horizon. The task is to find the optimal input values
together with the related output values within the optimization interval. The
system dynamics, i.e., the relation between current input, old and current
output values, is given by the nonlinear constraints function.

For the final results, the nonlinear equality constrains are not zero and the
algorithm finds trivial values which make no sense for the given system. The
same code runs as expected on Matlab.



    _______________________________________________________

File Attachments:


-------------------------------------------------------
Date: Tue 07 May 2019 08:52:11 PM CEST  Name: fmincon_test.m  Size: 2KiB   By:
ttl

<http://savannah.gnu.org/bugs/download.php?file_id=46876>

    _______________________________________________________

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