How to correct error in Nonlinear constraint in fmincon
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I used fmincon too calculate six(6) vartialbes in a function (mandmf, to long to be posted here). The code is below
for q= -1:1:1, for k.....
x0=[k;l;m;n;p;q];
% calling the function
[x,fvals]=fmincon(@(x) mandmf(x,mu,gamma)...
,x0, [], [], [], [], -1*ones(6,1), ones(6,1),@(x)constred(x));
end....
where constred(x) is a nonlinear constraint given as
function [c,ceq] = constred(x)
c = [];
ceq = x(1)*x(1)' + x(2)*x(2)' + x(3)*x(3)'+ x(4)*x(4)' + x(5)*x(5)' +x(6)*x(6)' - 1;
end
The code works and gives the desired results.
Now I increased the coefficients to twelve(12) by changing x(1)'=x(7), ...,x(6)'=x(12) and then wrote the new constraint as
function [d,g] = constman39(x)
d = [];
g = x(1)*x(7) + x(2)*x(8) + x(3)*x(9)+ x(4)*x(10) + x(5)*x(11) +x(6)*x(12) - 1;
end
I have included the changes in the variables in a new function mandmfmod. The new code is
for k =....
x0=[k;l;m;n;p;q;k1;k2;k3;k4;k5;k6];
% calling the function
[x,fvals]=fmincon(@(x) mandmfmod(x,mu,gamma)...
,x0, [], [], [], [], -1*ones(12,1), ones(12,1), ...
@(x)constman39(x));
When I tried to run it MATLAB give the following error
Error using svd
Input to SVD must not contain NaN or Inf.
Error in pinv (line 29)
[U,S,V] = svd(A,0);
Error in qpsub (line 463)
projSD = pinv(projH)*(-Zgf);
Error in nlconst (line 619)
[SD,lambda,exitflagqp,outputqp,howqp,ACTIND] ...
Error in fmincon (line 794)
[X,FVAL,LAMBDA,EXITFLAG,OUTPUT,GRAD,HESSIAN]=...
Error in mand5 (line 59)
[x,fvals]=fmincon(@(x) mandmfmod(x,mu,gamma)...
I didn't get any error when working with six variables.
What should I do? I have not been able to figure out what the problem is. Help please.
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