Getting Exit-Flag: 0,2 with SQP algorithm of fmincon Matlab function -


i have large scale multi objective optimization problem solve fmincon solver of matlab. tried different solver better , faster output. here challenge:

i getting exit flag: 1,0,4,5 different pareto points ,as multi-objective optimization problem, active-set algorithm. tried check different algorithms interior-point , sqp generating pareto points. observed sqp returns few exit flags 1, 2 , few 0 not 4 or 5 flag. also, should note that, 0 , 2 flagged solutions correct answers . however, when comes return exit flag except 1, takes long time solve pareto point.

as interior-point algorithm designed large scale program, it's faster sqp in generating pareto solutions. however, returns solutions exit flag 0. unfortunately, 0 flagged solutions wrong solutions despite sqp 0 , 2 flagged solutions correct answers. 0) there anyway config fmincon solve problem interior-point , correct solutions? in literature saw problems similar mine have been solved interior-point algorithm.

1) there settings (tolx,tolcon,...) can use more exit flag 1 ?

2) there setting speeds optimization process cost of lower accuracy?

3) 2 pareto points getting exit flag -2 , means problem not feasible them. expected nature of problem. takes ages fmincon determine exit-flag -2. there option can set satisfy 1,2 , leave infeasible point faster? couldn't , because can set options 1 time , pareto points should use same option.

to describe problem should say:
have several linear , nonlinear (.^2,sin...) both equality , inequality constraints (about 300) , having 400 optimization variables. objective functions of multi-objective optimization problem linear.

these options use. please me modify it

 options = optimset('algorithm', 'sqp', 'display', 'off');    options = optimset('algorithm', 'sqp', 'display', 'off', 'tolx',1e-6,...   'tolfun',1e-6,'maxiter',1e2, 'maxfunevals', 1e4);

first option takes 500 sec generating 15 pareto points. meaning each optimization of fmincon expend 33 sec.
second option takes 200 sec, 13 sec each optimization of fmincon.

your highly appreciated.


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