Error with Fmicon objective function

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Nikolas Spiliopoulos 2018-2-6

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Hi all,

I am trying to run a non linear optimization with fmincon, I have set the equality and inequality constraints but I am struggling with the objective function. The constraints (for example Aeq)is a matrix of 5 X 5397. So I wanna have an objective function for each row, something like:

F(x)=x(1:2700,1)+x(2701:5397,1)

I tried this:

f=@(x) x(1:2700,1)+x(2701:5397,1);
x0=0.001;
x = fmincon(f,x0,A(:,1),b,Aeq(:,1),beq,lb,ub);

However I am getting errors like:

"initVals.f = feval(funfcn{3},X,varargin{:});"

AND

"Failure in initial objective function evaluation. FMINCON cannot continue"

Does anybody have any idea how to overcome this?

thanks in advance

Nikolas

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Torsten 2018-2-6

1. The objective function must return a scalar value, not a vector.

2. You give an initial value of 0.001 to x0. Thus you only have one scalar variable to optimize. In this case, your A and Aeq have to be matrices of size n x 1, not n x 5397.

You should again write down your optimization problem and study how fmincon can be used to solve it.

Best wishes

Torsten.

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