MATLAB: Integration doesnt work, ndefined function or method ‘integral’ for input arguments of type ‘function_handle’.

fminconintegration

Hi to all, I have to solve the following optimization:

theta_cal_const = fmincon(distance , theta0 , [] , [] , [] , [] , lb , ub ,[] ,
options );
with:
distance = @(theta) integral(@(u) integrand(u ,theta),-K, -gap_halfwidth )+ integral(@(u) integrand(u , theta ), gap_halfwidth , K) ;

as a result, matlab returns me the error:

undefined function or method 'integral' for input arguments of type'function_handle'.
Error in ==> fmincon at 517
      initVals.f = funfcn{3}(X,varargin{:});
Error in ==> maxLH at 32
theta_cal_const = fmincon(distance , theta0 , [] , [] , [] , [] , lb , ub ,[] ,
options );
Caused by:
    Failure in initial user-supplied objective function evaluation. FMINCON cannot
    continue.

this is the first time i use fmincon, i dont really understant the error message. Thank you for help

Best Answer

The integral function has been a core MATLAB function since R2012a, so if you have that version or later, you should have it. If your version is earlier than that, use quad or one of its friends instead of integral. (The online documentation is currently for R2015a.)

If you have R2012a or later, you may have a toolbox path problem. See if running these from the Command Window solves it:

restoredefaultpath 
rehash toolboxcache

Related Solutions

MATLAB: How to call a function inside a parfor

1. phi does not know what yraw and Vinv are. To fix, do this:

function [obj grad] = phi(y, yraw, Vinv)  %Pass yraw and Vinv
    obj = (yraw-y)'*Vinv*(yraw-y);
    grad = -2*Vinv*(yraw-y);  
end

2. Your fmincon needs to pass on yraw and Vinv to your phi function. To fix, do this:

    [xrec,fval,exitflag,output,lambda,grad,hessian] = fmincon(@(x) phi(x, yraw, Vinv),yraw,Aineq,bineq,At(s).Aeq, b(s).beq,[],[],[],options);
  end

3. Your outputs for each parfor iteration aren't being saved correctly. To fix, do something like:

   [xrec{s}, fval{s}, ...]  %save each output to a cell array.

MATLAB: Use fmincon to solve a complex nonlinear optimization: Not enough input arguments.

Without looking at your code in detail, I think that you made the error of using two different inputs, k and s, to fmincon. As well-documented, Optimization Toolbox™ solvers take ONE input, usually called x. But this input can be a vector or array, so it is easy to convert your function:

function y = expectedprofit(x)
k = x(1);
s = x(2);
% The remainder of your code goes here verbatim

Then set your function up like this:

fun = @expectedprofit;
% other setup steps here until:
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub);

Obviously, when you get your solution x, you will have k = x(1) and s = x(2).

Alan Weiss

MATLAB mathematical toolbox documentation

Best Answer

Related Solutions

MATLAB: How to call a function inside a parfor

MATLAB: Use fmincon to solve a complex nonlinear optimization: Not enough input arguments.

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