"GlobalSearch", for some inputs ends up in "NaN" and sqpInterface and fmincon error

Question

danial borooghani 2022-10-13

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1824948-globalsearch-for-some-inputs-ends-up-in-nan-and-sqpinterface-and-fmincon-error

评论： Walter Roberson 2024-8-19

Hi everyone,

I have a question regarding "GlobalSearch". For some inputs, my code sometimes ends up in "NaN" and the code gives this error:

"Error using sqpInterface

Objective function is undefined at initial point. Fmincon cannot continue.

Error in fmincon (line 871)

[X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] = sqpInterface(funfcn,X,full(A),full(B),full(Aeq),full(Beq), ...

Error in globaloptim.globalsearch.globalsearchnlp

Error in GlobalSearch/run (line 340)

globaloptim.globalsearch.globalsearchnlp(FUN,X0,A,B,Aeq,Beq,LB,UB,NONLCON,options,localOptions);

Error in Optimization (line 37)

[A,f] = run(gs,problem);

Caused by:

Failure in initial call to fmincon with user-supplied problem structure."

Of course, we all know that the algorithm checks the different inputs and finally goes to the smallest objective function value (error).

Is there a way to ignore the inputs that give "NaN" results and make the algorithm use other inputs to finally reach to lowest objective function value (error)?

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Walter Roberson 2024-8-19

This hints that possibly you might need to tighten your constraints, especially lower bound and upper bound, so that the generated initial values do not fail.

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