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What Is Optimization Toolbox?

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quadprogWhen the equality constraints are inconsistent, quadprog gives thiswarning:Warning: The equality constraints are overly stringent;there is no feasible solution.Unbounded solutions, which can occur when the Hessian H is negativesemidefinite, can result inWarning: The solution is unbounded and at infinity;the constraints are not restrictive enough.In this case, quadprog returns a value of x that satisfies the constraints.LimitationsAt this time the only levels of display, using the Display option inoptions, are'off' and 'final'; iterative output using 'iter' is notavailable.The solution to indefinite or negative definite problems is oftenunbounded (in this case, exitflag is returned with a negative valueto show that a minimum was not found); when a finite solution doesexist, quadprog might only give local minima, because the problemmight be nonconvex.Large-Scale <strong>Optimization</strong>The linear equalities cannot be dependent (i.e., Aeq must have full rowrank). Note that this means that Aeq cannot have more rows thancolumns. If either of these cases occurs, the medium-scale algorithm iscalled instead. See Large-Scale Problem Coverage and Requirementson page 2-42 for more information on what problem formulations arecovered and what information must be provided.References[1] Coleman, T.F. and Y. Li, “A Reflective Newton Method for Minimizinga Quadratic Function Subject to Bounds on some of the Variables,”SIAM Journal on <strong>Optimization</strong>, Vol. 6, Number 4, pp. 1040-1058, 1996.8-201

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