MATLAB: Failure in initial objective function evaluation

fminconobjective-functionoptimization

Hello,

I want to solve an optimization problem by Matlab fmincon function. I defined my objective function as:

    function f = objfun(x,p1,p2)
    x1=x(1:24);
    y1=x(25:48);
    z1=x(48:end);
    f=-mean(x1*(p1)'+y1*(p2)')+mean(z1*(p1)')
    end

p1,p2 are 1×24 vectors which are calculated in the main file. I need to find the optimum values for x1, y1 and z1 which are 1×24 vectors (total 72 variables).

When I run the main code I get an error message about the objective function and then for fmincon by failure in initial objective unction evaluation. caused

Would you please advise how can I solve the problem? Thanks a lot!

Best Answer

Thank you for the complete error message. z1 should be defined as

z1 = x(49:end);

I believe that, as you have defined it, z1 has 25 elements.

I am not really sure that you gave us the code of your function. The mean statements do not do anything, as all of the entries x1*p1' and the others are scalars, and mean leaves scalars alone.

Alan Weiss

MATLAB mathematical toolbox documentation

Related Solutions

MATLAB: Fmincon objective function problem

Guessing about what a, b, x1, y1 are for:

First make sure x1 and y1 are defined.

Then

    f = @(ab) mean (ab(1)*I'*x1+ab(2)*(ones(1,24)-I)'*x1)-mean((ab(1)*(ones(1,24)-I)'*y1)+(ab*2)*I'*y1));
    lb = [0,0];
    ub = [10,10];
    x0 = [1,2];
    [ab,fval] = fmincon(@objfun,x0,[],[],[],[],lb,ub)
    a = ab(1); b = ab(2);

MATLAB: Matlab genetic algorithm plotobjective error

plotobjective is for functions of two variables only, not for functions of 48 variables. It is not easy to plot a function of 48 variables.

Also, why are you using ga to optimize a linear objective function? Unless your constraints are discontinuous, you should be using an Optimization Toolbox solver. And if your constraints are discontinuous, you would almost certainly be better served with patternsearch.