Assignment 3 Problem 1, warning using quadprog

[fy95olok]

Hi,
using quadprog in our Program produces:

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Warning: Large-scale algorithm does not currently solve this problem formulation,
using medium-scale algorithm instead. 
  In quadprog at 291
  In train_svm_s at 20
  In problem1a at 6
Exiting: the constraints are overly stringent;
 no feasible starting point found.

Does anyone know what might cause this problem?

[lustiz]

Hi,
using quadprog in our Program produces:

Code: Alles auswählen

Warning: Large-scale algorithm does not currently solve this problem formulation,
using medium-scale algorithm instead. 
  In quadprog at 291
  In train_svm_s at 20
  In problem1a at 6
Exiting: the constraints are overly stringent;
 no feasible starting point found.

Does anyone know what might cause this problem?

Hi, it means the quadprog solver is not able to find a feasible solution because your constraints cannot be satisfied. It's probably a mistake in either A or b or both!

[hymGo]

I get a warning, too. Anyway, the displayed results seems to be correct.

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Warning: Trust-region-reflective algorithm does not solve this type of problem, using active-set
algorithm. For more help, see Choosing the Algorithm in the documentation. 
> In quadprog at 371
  In train_svm_s at 37
  In problem1a at 6 
Warning: Your current settings will run a different algorithm (interior-point-convex) in a
future release. 
> In quadprog at 375
  In train_svm_s at 37
  In problem1a at 6 

[lustiz]

You can get rid of the warning by calling quadprog with:

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options = optimset('quadprog');
options.Algorithm = 'interior-point-convex';
quadprog(......, options);