call function in fmicon optimization failing

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sensation 2018-5-25

0
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/402526-call-function-in-fmicon-optimization-failing

编辑： sensation 2018-6-21

Hi guys, I have 4 functions where each one is derived from previous one. When I call the last one (revenue.m) I got an error using fmincon. Any clue? I want to optimize in respect to x0 that is present in each function. Many Thanks! Here is my code:

%% Total out flow equation T = zeros([N,M]); S=zeros([N,M]); for i = 1:M

    R(:,i)=revenue(price(:,1),HH(:,i),ro,g,eff,x0(:,i),N,k1);
    options = optimset('MaxFunEvals',Inf,'MaxIter',50,...
    'Algorithm','interior-point','Display','iter');    
tic 
    [x(:,i),fval(:,i)] = fmincon(@revenue,x0(1:2*N,i),A,b(:,i),Aeq,beq(:,i),LB(:,i),UB(:,i),[],options); %good   
toc
end

with revenue fun being:

        function R=revenue(price,HH,ro,g,eff,x0,N,k1)
            R= -sum(price.*((HH*ro*g*eff).*x0(1:N))/k1);
        end
        % saved as revenue.m

Error msg:

    Not enough input arguments.
Error in revenue (line 5)
            R= -sum(price.*((HH*ro*g*eff).*x0(1:N))/k1);
Error in fmincon (line 535)
      initVals.f = feval(funfcn{3},X,varargin{:});
Caused by:
    Failure in initial objective function evaluation. FMINCON cannot continue.
  end

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Torsten 2018-5-25

What is the "x" in your list that fmincon expects ? Is it x0 ?

sensation 2018-5-25

编辑：sensation 2018-5-25

yes. with initial guess :

inFlow = rand(10,3);

x0 = [inFlow; zeros(size(inFlow))];

Thanks!

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Answer 1

Stephen23 2018-5-25

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/402526-call-function-in-fmicon-optimization-failing#answer_321922

编辑：Stephen23 2018-5-25

在 MATLAB Online 中打开

The fmincon documentation clearly states that the first input " fun is a function that accepts a vector or array x and returns a real scalar f, the objective function evaluated at x". So it only accepts one input, which can be a vector or matrix. How many inputs does revenue have?

You need to parameterize the function, e.g. using an anonymous function and assuming that all of HH, ro, etc. are defined in that workspace, and the first input price is that one that you want to optimize:

fun = @(x) revenue(x,HH,ro,g,eff,x0,N,k1);
fmincon(fun,...)

https://www.mathworks.com/help/optim/ug/passing-extra-parameters.html

https://www.mathworks.com/help/matlab/math/parameterizing-functions.html

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Torsten 2018-5-25

编辑：Torsten 2018-5-25

在 MATLAB Online 中打开

The solution inside fmincon is passed as a one-dimensional vector.

Writing

... = fmincon(@(x0)revenue(price(:,i),HH(:,i),ro,g,eff,x0(:,i),N,k1),...

assumes that x0 inside fmincon is a matrix from which you want to pass the i'th column to "revenue". But this i'th column of a matrix does not exist unless i=1.

Best wishes

Torsten.

sensation 2018-5-25