清空筛选条件
清空筛选条件

fmincon Error on undefined objective function at init. point.

1 次查看（过去 30 天）
Yenson Lau
Yenson Lau 2011-7-2
Hi everyone,
I've been trying to create an optimization problem for fmincon using the following code:
function [ prob ] = CreateOptProb( H,M,V,q0,P_max )
% Optimize the problem: q = arg min_q tr[J^-1]
% Subject to q_kj >= 0 AND norm(q,1) = P_max
% A*X <= B, therefore A = -1 and B = 0
% C(X) <= 0, Ceq(X) = 0, therefore C = [] and Ceq = norm(q,1)-P_max
objective=@(q) obj(q);
constraint=@con;
function f = obj(q)
f = trace(inv(H*V*diag(reshape(q, [1, numel(q)]))*V'*H' + eye(M)));
end
function [C,Ceq] = con(q)
C = [];
Ceq = norm(q,1) - P_max;
end
prob.x0 = q0;
prob.objective = objective;
prob.Aineq = -eye(numel(q0));
prob.bineq = zeros([numel(q0) 1]);
prob.nonlcon = constraint;
prob.solver = 'fmincon';
prob.options = optimset('Algorithm', 'interior-point');
end
But when I try to run the problem:
>> tempvar = CreateOptProb(H,M,V,q,P_max);
>> [q,tji] = fmincon(tempvar);
??? Error using ==> sqpLineSearch at 20
Objective function is undefined at initial point. Fmincon cannot continue.
Where:
q0 =
0.0548 0.0548 0.0548 0.0548
0.0548 0.0548 0.0548 0.0548
0.0548 0.0548 0.0548 0.0548
0.0548 0.0548 0.0548 0.0548
0.0548 0.0548 0.0548 0.0548
The confusing part is that the objective function is actually defined at q0:
>> trace(inv(H*V*diag(reshape(q0, [1, numel(q0)]))*V'*H' + eye(M)))
ans =
1.5438 + 0.0000i
Can anyone shed some light on this??
Thanks a lot, Yenson

请先登录，再回答此问题。

回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Surrogate Optimization 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by