How to correct error in Nonlinear constraint in fmincon

Question

Oladunjoye 2014-3-15

1
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/121680-how-to-correct-error-in-nonlinear-constraint-in-fmincon

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)...