Using check() function for results from optimizer()

[XB G]

I'm running this example from the post on optimizer():

clear

sdpvar x a b

Constraints = [-a <= x <= a];

Objective = (x-b)^2;

Saturation = optimizer([-a <= x <= a], Objective,[],[a;b],x);

xoptimal = Saturation{[1;3]};

check(Constraints)

The last line tries to calculate the residues of constraints, but it returns NaN. What is the best/easiest way to check feasibility using the solution found by optimizer()?

Thanks!

[Johan Löfberg]

you cannot use check with optimizer. optimizer is extremely bare bones and does nothing more but returning a solution, in order to keep it as fast as possible

[XB G]

A (trivial) solution is to manually assign values to all variables, then use check(). This might easily cause mistakes but it does work..

clear

sdpvar x a b

Constraints = [-a <= x <= a];

Objective = (x-b)^2;

Saturation = optimizer([-a <= x <= a], Objective,[],[a;b],x);

xoptimal = Saturation{[1;3]};

assign(x, xoptimal); assign(a, 1); assign(b,3);

check(Constraints) 

[Johan Löfberg]

Sure (but then why use optimize when you are doing such slow operations anyway)