failure in initial objective function evaluation
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Hello,
I want to solve an optimization problem by Matlab fmincon function. I defined my objective function as:
function f = objfun(x,p1,p2)
x1=x(1:24);
y1=x(25:48);
z1=x(48:end);
f=-mean(x1*(p1)'+y1*(p2)')+mean(z1*(p1)')
end
p1,p2 are 1x24 vectors which are calculated in the main file. I need to find the optimum values for x1, y1 and z1 which are 1x24 vectors (total 72 variables).
When I run the main code I get an error message about the objective function and then for fmincon by failure in initial objective unction evaluation. caused
Would you please advise how can I solve the problem? Thanks a lot!
2 个评论
Alan Weiss
2017-9-5
Please show us your fmincon call, the complete copy-pasted error message, and the value of x0. The problem could be as simple as you having x0 as a row vector instead of a column vector, or p1 a row vector, but without seeing the inputs to the problem and the complete error message, we cannot know.
Alan Weiss
MATLAB mathematical toolbox documentation
Sara
2017-9-5
采纳的回答
Alan Weiss
2017-9-5
Thank you for the complete error message. z1 should be defined as
z1 = x(49:end);
I believe that, as you have defined it, z1 has 25 elements.
I am not really sure that you gave us the code of your function. The mean statements do not do anything, as all of the entries x1*p1' and the others are scalars, and mean leaves scalars alone.
Alan Weiss
MATLAB mathematical toolbox documentation
2 个评论
Sara
2017-9-6
Alan Weiss
2017-9-6
The mean statement is superfluous. When you multiply, the matrix definition of multiply gives
x1*(p1') = x1(1)*p1(1) + x1(2)*p1(2) + ... + x1(24)*p1(24)
This is a scalar. To get the mean, you could divide by 24. But to optimize, the factor of 24 does not matter.
Alan Weiss
MATLAB mathematical toolbox documentation
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