> On Jan 6, 2015, at 9:47 AM, Thomas Mielke <[email protected]> wrote: > I'm using the NLopt-C-Interface inside Matlab Simulink for optimizing > trajectories. The algorithm I'm using is COBYLA. The objective function is > a polynom with 7 optimization parameters. From Simulink, I pass 4 > parameters to Nlopt, which affect the constraints. > So far, the optimization is working fine. Now inside Simulink, Nlopt is > called every 10ms with different input parameters. Now I noticed, that > sometimes, there are wrong results, which don't fit in and violate my > constraints.
When you have nonlinear inequality constraints, COBYLA (and other algorithms) will give you points that violate the constraints — they only satisfy the constraints asymptotically. MMA/CCSA (which requires the gradient) will try to converge from inside the feasible region, so it will give you a sequence of feasible iterates, but in between these it will also violate the constraints at intermediate points. So, if violating the constraints is what you mean by "wrong", that is expected. _______________________________________________ NLopt-discuss mailing list [email protected] http://ab-initio.mit.edu/cgi-bin/mailman/listinfo/nlopt-discuss
