Hi!
I am working on simulations of a computing permit trading system. To do that, I am solving an minimization problem (objective function=addition of convex functions) under linear inequalities constraints. The unknowns stand for a (300,1) matrix at least for a beginning. I am using fmincon of the optimization toolbox.
Depending on my data, when I modify the level of my constraints, when I increase the size of the matrix of the unknowns or when I slightly change the objective function for example, it often occurs that the procedure is qualified as “unreliable”, which I don’t understand what it means. As I don’t dare to take into account these “unreliable results”, I have limited choice as for the simulations and I can’t do the ones I need. Could you help me to tackle that problem? Especially, what does “unreliable” mean in this case and what can I do to solve that?
Moreover, other matlab functions could exist and be better fitted for my situation or have more powerful algorithm. Do you know others I could use?
Thank you very much for all the advices you can give me.
Marie-laure
