fminunc crashes matlab if large number of input variables used

Question

Satyajit Ghosh 2021-9-23

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1459344-fminunc-crashes-matlab-if-large-number-of-input-variables-used

编辑： Matt J 2021-10-8

I am working on a problem where input varibales with respect to which objective function (nonlinear) needs to be optimized is elements of a n*3 matrix where n is from 2000-3000. Here under I am providing essentional portion of the script.

clear all
clc
%n=2000;
n=3;k=3;normalized=0;periodic=0;
m=n+k+1;
[t,Range]=UniformKnotVector(k,n,periodic,normalized);
c=load('Data.txt');
p1=c(:,18:20);
p2=c(:,21:23);
v=zeros(size(c,1),3);
f=@(A)0;
for i=1:1:size(c,1) 
    disp(i)
    
    v(i,1)=(p2(i,1)-p1(i,1))/(sqrt(((p2(i,1)-p1(i,1)).^2)+((p2(i,2)-p1(i,2)).^2)+((p2(i,3)-p1(i,3)).^2)));
    v(i,2)=(p2(i,2)-p1(i,2))/(sqrt(((p2(i,1)-p1(i,1)).^2)+((p2(i,2)-p1(i,2)).^2)+((p2(i,3)-p1(i,3)).^2)));
    v(i,3)=(p2(i,3)-p1(i,3))/(sqrt(((p2(i,1)-p1(i,1)).^2)+((p2(i,2)-p1(i,2)).^2)+((p2(i,3)-p1(i,3)).^2)));
    
    x=c(i,24)*((n-k+2)/127.59);
    
    N11=BSpline1(k,t,x,n,periodic);
    N22=BSpline2(k,t,x,N11,periodic);
    N33=BSpline3(k,t,x,N22,periodic);
    
    fx=@(A)0;fy=@(A)0;fz=@(A)0;
    
    for j=1:1:(n+1)
        
       fx=@(A)(fx(A)+A(j,1)*N33(j,1));
       fy=@(A)(fy(A)+A(j,2)*N33(j,1));
       fz=@(A)(fz(A)+A(j,3)*N33(j,1));
       
    end
    
    f=@(A)(f(A)+((p1(i,1)-fx(A))^2+(p1(i,2)-fy(A))^2+(p1(i,3)-fz(A))^2-(((p1(i,1)-fx(A))*v(i,1))+((p1(i,2)-fy(A))*v(i,2))+((p1(i,3)-fz(A))*v(i,3)))^2));
    
end
A0=ones(n+1,3);
[Aopt,fopt]=fminunc(f,A0);

Script is working fine for smaller values of n (e.g., 3,4,5,...). With larger values (e.g., n=15,16,...) it is gradually taking more time. Finally for the actual n value for which I am interested (n=2000) script leads crash of MATLAB without any error.

What do I do?

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Answer 1

Matt J 2021-9-23

1
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1459344-fminunc-crashes-matlab-if-large-number-of-input-variables-used#answer_793644

编辑：Matt J 2021-10-8

在 MATLAB Online 中打开

Well, the practice you have of cumulatively nesting anonymous functions inside one another is asking for trouble. You should at the very least convert to the whole thing to a non-anonymous function like below. Also, you are missing opportunities to do matrix/vector operations in place of for-loops.

   for i=1:1:size(c,1) 
    
    v(i,1)=(p2(i,1)-p1(i,1))/(sqrt(((p2(i,1)-p1(i,1)).^2)+((p2(i,2)-p1(i,2)).^2)+((p2(i,3)-p1(i,3)).^2)));
    v(i,2)=(p2(i,2)-p1(i,2))/(sqrt(((p2(i,1)-p1(i,1)).^2)+((p2(i,2)-p1(i,2)).^2)+((p2(i,3)-p1(i,3)).^2)));
    v(i,3)=(p2(i,3)-p1(i,3))/(sqrt(((p2(i,1)-p1(i,1)).^2)+((p2(i,2)-p1(i,2)).^2)+((p2(i,3)-p1(i,3)).^2)));
    
    x=c(i,24)*((n-k+2)/127.59);
    
    N11(:,i)=BSpline1(k,t,x,n,periodic);
    N22(:,i)=BSpline2(k,t,x,N11,periodic);
    N33(:,i)=BSpline3(k,t,x,N22,periodic);
    
   end
    
   
[Aopt,fopt]=fminunc(@(A)myObjective(A,N33,p,v),A0);
function f=myObjective(A,N33,p,v)  
    fxyz=N33.'*A;
    
    D=p1-fxyz;
    
    f=sum(D.^2-(D.*v).^2);
 end

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Satyajit Ghosh 2021-9-24

编辑：Satyajit Ghosh 2021-9-26

Dear Matt,

Thank you for quick answer. I have implemented your suggestions in a new script. It is running very fast now. But my optimized values of elements of matrix turns out to be erroneous.

Thanking you

Satyajit