Fmincon error "Provided objective gradient does not have the correct number of elements."

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Yi-Kai Peng 2023-8-8

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https://ww2.mathworks.cn/matlabcentral/answers/2006187-fmincon-error-provided-objective-gradient-does-not-have-the-correct-number-of-elements

评论： Yi-Kai Peng 2023-8-9

Hello,

I am optimizing my propeller design by fmincon function with sqp algorithm. In order to decrease the computational cost, I loose the constraint to an acceptable level. I use XFOIL + XROTOR to design my propeller. Those Fortran programs only have 4 demical precision. Below is my setup:

function [x, f, eflag, output, grad] = runoptimiser(x0, lb, ub, rOverR, Oper, const)
xLast = [];
myf   = [];
ineq  = [];
eq    = [];
                              
options = optimoptions(@fmincon,'Display','iter-detailed', ...
                                'Algorithm','sqp', ...                                
                                'FunValCheck', 'off',...
                                'FiniteDifferenceType', 'forward',...
                                'UseParallel', true, ...
                                'DiffMinChange', 0.05,...
                                'OptimalityTolerance', 1e-3, ...                                
                                'StepTolerance', 1e-3, ...
                                'ConstraintTolerance', 1e-3, ...
                                'PlotFcn',  {@optimplotfval, @optimplotx, ...
                                @optimplotfirstorderopt, @optimplotfunccount, ...
                                @optimplotstepsize, @optimplotconstrviolation, ...
                                @optimplotfunccount}, ...
                                'OutputFcn', @outputFcn_global, ...
                                'MaxIterations', 15);
[x,f,eflag,output,~,grad,~] = ...
fmincon(@(x) objfun(x),x0,[],[],[],[],lb,ub,@(x) constr(x),options);
    function f = objfun(x)
        if ~isequal(x,xLast)
            [myf, ineq, eq] = propeller_analysis(x, rOverR, Oper, const);
            xLast = x;
        end
        f = myf;
    end
    function [c,ceq] = constr(x)
        if ~isequal(x,xLast)
            [myf, ineq, eq] = propeller_analysis(x, rOverR, Oper, const);
            xLast = x;
        end
        c = ineq; 
        ceq = eq;
    end

If there is a infeasible design, I will return NaN to objective function and constraints.

However, when I use the code, this error appears sometime:

Provided objective gradient does not have the correct number of elements.

I have checked the code and try to play with DiffMinChange, but it doesn't really solve the problem. Does anyone have experience on this error?

I really appreciate any help. Thanks!

13 个评论
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Walter Roberson 2023-8-8

Is it possible that when you return NaN that you are returning scalar NaN in a situation that expects a vector of NaN ?

Yi-Kai Peng 2023-8-9

在 MATLAB Online 中打开

Hi Walter,

This is my way to return NaN

myf = NaN;
ineq = [NaN NaN];

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