Optimization problem using fminunc

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Hancheng Zhu 2023-11-28

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https://ww2.mathworks.cn/matlabcentral/answers/2053102-optimization-problem-using-fminunc

编辑： Dyuman Joshi 2023-11-28

I have an optimization problem

where x is a N-dimensional vector need to be optimized and a1,...,a5 are parameters. I have written the objective function as a m.file

f = fun(x,a1,a2,a3,a4,a5).

When I use fminunc(fun,x0,[],a1,a2,a3,a4,a5) to solve this function with initial x=x0, it goes wrong and says "the objective function is undefined at the initial point". I don't know how to solve it.

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Dyuman Joshi 2023-11-28

编辑：Dyuman Joshi 2023-11-28

在 MATLAB Online 中打开

I assume a1, a2, a3, a4 and a5 are numerical parameters. Pass the parameters like this -

f = @(x) fun(x, a1, a2, a3, a4, a5);
sol = fminunc(fun,x0);

In addition to John's answer, I would mention to check if fun() is defined for x=x0.

In case you are using conditions to define the function, there's a chance that fun might not have been defined at all for x=x0.

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Answer 1

John D'Errico 2023-11-28

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Apparently, your objective function is not well defined at the initial point. I know, this is a wild guess, but that is exactly what fminunc told you. So what is the problem?

Use a different starting point for the optimization!

It is likely you chose some point where the function returns an inf or NaN. Start it somewhere else. WTP?