Specifying custom feasibility tolerance in MATLAB extendedFeatures

[Mark L. Stone]

I do not understand what the syntax is for use of the extendedFeature fields for AFeasTols, AeqFeasTols, cFeasTols, ceqFeasTols, and xFeasTols to specify custom feasibility tolerances in MATLAB

Let's say I want custom feasibility tolerance of 1e-5 for c (nonlinear inequality) constraints 6:10.

I would set extendedFeatures.cFeasTols = ?

Thanks.

[Richard Waltz]

Hi,

When using these custom feasibility tolerances through the MATLAB interface you have to specify the full array.  A negative values tells Knitro to use the default tolerance.  So for example, if the dimension of cFeasTols (i.e. the number of nonlinear inequalities) is "m", then you can first initialize the full array to -1 (i.e. default values), and then just set custom values for the indices 6 through 10 as follows:

extendedFeatures.cFeasTols = -1*ones(m,1);

extendedFeatures.cFeasTols(6:10,1) = 1e-5;

One more thing, when setting custom feasibility tolerances through extendedFeatures do not set user options "feastol" or "feastol_abs" through "knitro_options".  It looks like in some instances "feastol"/"feastol_abs" overwrites the custom tolerances in extendedFeatures, which should not happen.  We will investigate and fix this.

Best regards,

-Richard

Richard WALTZ

Senior Scientist

 

Artelys USA

 

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From: 'Mark L. Stone' via Artelys Knitro forum <kni...@googlegroups.com>
Sent: Friday, December 31, 2021 11:14:25 AM
To: Artelys Knitro forum
Subject: [Knitro] Specifying custom feasibility tolerance in MATLAB extendedFeatures

 

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[Mark L. Stone]

Fantastic. Thanks.