Failure in initial objective function evaluation. FMINCON cannot continue

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Manni0404 2017-3-10

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https://ww2.mathworks.cn/matlabcentral/answers/329217-failure-in-initial-objective-function-evaluation-fmincon-cannot-continue

编辑： Manni0404 2017-3-11

I have issues with the fmincon function. I am trying to minimize the average absolute difference between a function and a set of values by changing five parameters of the function. The constraints are that the parameters have a lower and upper bound and a nonlinear constraint that I specified in a myconstraint function. I keep getting an error message that the initial objective function could not be evaluated. My code is shown below. Can someone please help me

AbsError = @(x1,x2,x3,x4,x5) mean(sum(abs(cp(x1,x2,x3,x4,x5)- Prices)));
par0 =[0.1, 0.1, 0.1, 0.1, 0.1];
lb = [0, 0, 0, 0, -1];
ub = [10, 10, 10, 10, 1];
nonlcon = @myconstraint;
X1 = fmincon(AbsError,par0,[],[],[],[],lb,ub,nonlcon)