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Possible infeasibilities in non-linear optimization. How to find which constraint it violated?

Posted 8 months ago

I am using FindArgMin to solve a non-linear optimization with several constraints. At times, I get possible infeasibilities.

Is there a flag that I should exploit to know that the returned result comes from a non-feasible solution? How I can check which constraint is not respected?

The optimization I am working with is in this form:

result = FindArgMin[{objectiveFunction,
constraintsm1,
constraintsm2},
vars];

where objectiveFunction, constrantm1, and constraintm2 are nonlinear functions on the variables in vector vars, that are built automatically, given the size of the problem at hand.

Thank you very much for the support,
CV

POSTED BY: Christian Vitale
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