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singular matrix in fmincon

Asked by Dinant Kistemaker on 22 Jul 2015
Latest activity Edited by Matt J
on 22 Jul 2015
I get an warning for singularity with calling fmincon. I would like to know what is causing this, however the error occurs in a p-file making it hard to investigate:
Warning: Matrix is close to singular or badly scaled. Results may be
inaccurate. RCOND = 1.553382e-17.
> In backsolveSys (line 17)
In solveKKTsystem (line 15)
In computeTrialStep (line 66)
In barrier (line 357)
In fmincon (line 796)
In Call_Optimize (line 115)
What is computed in backsolveSys?

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1 Answer

Matt J
Answer by Matt J
on 22 Jul 2015
Edited by Matt J
on 22 Jul 2015

It looks like it is solving an ill-condition linear system of equations, similar to the following
>> b=[1; 1e-16]; diag(b)\b
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate.
RCOND = 1.000000e-16.
ans =
1
1

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