Matlab: linprog violates constraints
I have an equality constrained linear programming optimization. (min f '* x such that Aeq * x = beq, x> = lb)
linprog(f,[],[],Aeq,beq,lb,[],x0,options)
When I get the result, it should be true that Aeq * x = beq, but it is broken in the result:
norm(Aeq*x-beq)=4.7919e-05
the output variable gives output.constrviolation = 3.2781e-05
I am using the "interior point" algorithm, does it provide no way to reduce the tolerance for this violation ( in a double simplex it can be done with TolCon )?
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