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Time Series 2.0 MT
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Time Series MT 2.1
feasible step length could not be found in Constrained Optimization
I got this warning message "feasible step length could not be found" when using CO. It is said in the manual that "If none of the constraints are protecting the function from undened calculations, then
the test can be removed." What does this exactly mean? I have one linear constraint, lower bound and upper bound. Should I need to pay attention to this message?
With some functions, the calculation of the function fails when one or more parameters are outside feasible parameter space, for example, the function calculation produces a zero value for a call to ln(). Other times feasibility may not be an issue in the computability of the function. In that case set a global variable to turn off the test for feasibility:
_co_FeasibleTest = 0;
If the calculation of the function now fails, you will need to place additional constraints on the parameters to keep it in well-defined parameter space.