Issue using fgoalattain. How do i fix?

I'm getting the below issue. I'm not sure how to correct. It doesn't seem to make it past the initial values given.:

options =

struct with fields:

MaxFunctionEvaluations: 1.0000e+11

Local minimum possible. Constraints satisfied.

fgoalattain stopped because the size of the current search direction is less than

twice the value of the step size tolerance and constraints are

satisfied to within the value of the constraint tolerance.

<stopping criteria details>

x =

1.0e+04 *

Columns 1 through 9

0.0129 0.0065 0.0123 0.0094 0 0.0085 0.0099 0.0112 0.0119

Columns 10 through 13

0.0050 0.0088 0.0080 2.3998

Code:

clc
    clear all
    fun = @(x)[x(2)+x(6)+x(10);x(12);x(1)+x(5)+x(9);x(2)+x(6)+x(10);x(3)+x(7)+x(11);x(4)+x(8)+x(12);x(13);x(5)];
    goal = [250,80,416,200,320,304,24750,0];
    weight = [36,18,6,6,6,6,3,1];
    A = [1,1,1,1,0,0,0,0,0,0,0,0,0
        0,0,0,0,1,1,1,1,0,0,0,0,0
        0,0,0,0,0,0,0,0,1,1,1,1,0
        1,0,0,0,1,0,0,0,1,0,0,0,0
        0,1,0,0,0,1,0,0,0,1,0,0,0
        0,0,1,0,0,0,1,0,0,0,1,0,0
        0,0,0,1,0,0,0,1,0,0,0,1,0];
    b= [420
        610
        340
        520
        250
        400
        380];
    Aeq=[22,17,30,18,15,35,20,25,28,21,16,14,-1];
    beq=[0];
    lb = [0,0,0,0,0,0,0,0,0,0,0,0,0];
    ub = [];
    nonlcon=[];
    options = struct('MaxFunctionEvaluations',10e+10)
    x0=[75,75,50,50,50,50,50,50,50,50,50,50,24000];
    x = fgoalattain(fun,x0,goal,weight,A,b,Aeq,beq,lb,ub,nonlcon,options)

[userpv]

Since the output doesn't make it past the initial variables, none of the goal functions are acheived

Answer 1

[Ishu]

Hi userpv,

I am assuming that the error you are referring to is the one that you have pasted above your code.

Actually that is not an error, that is the output of the "fgoalattain" function.

When performing optimization, the search direction represents the change in the variables at each iteration of the optimization algorithm. The step size tolerance is a user-defined parameter that determines the minimum acceptable step size for convergence. If the size of the search direction becomes smaller than twice the step size tolerance, it suggests that the algorithm has made very small or negligible progress towards the optimal solution. Hence the function stops.

To define the step size tolerance in "fgoalattain" you can set the 'OptimalityTolerance' option to a desired value.

options = optimoptions('fgoalattain', 'OptimalityTolerance', 1e-8);

For more information on "fgoalattain" you can refer this documentation:

https://www.mathworks.com/help/optim/ug/fgoalattain.html

Hope it helps!