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
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