objective function is undefined at initial point. Fmin cannot continue

Question

ebdilden 2019-5-9

0
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/461253-objective-function-is-undefined-at-initial-point-fmin-cannot-continue

评论： Walter Roberson 2019-5-10

在 MATLAB Online 中打开

Hello,

I am trying to run a code and it always gave me the same error message:

"Error using sfminbx (line 27)

Objective function is undefined at initial point. fmunc cannot continue

I really need some help with my initial starting values or gmm objective function.

Any suggestions are welcomed!

Thanks!

global happycount invA ns x1 x2 s_jt IV theti thetj theta1 theta2 rho cdid cdindex nestid nestindex mktnestindex brand  
load ps2
load instruments
IV=[x1(:,2:end) instruments]; 
clear instruments inst
N=size(x1,1);
invA = inv([IV'*IV]/N); 
ns = 200;       
    
%starting values:
theta2w=    [0.09   0         0          0  0      0         ; 
             0.04   0      0.0228        0  0      0         ;
             0.06   0         0          0  0      0.0336      ];
          
             
[theti, thetj, theta2]=find(theta2w);
temp = cumsum(s_jt);
sum1 = temp(cdindex,:);
sum1(2:size(sum1,1),:) = diff(sum1);
outshr = 1.0 - sum1(cdid,:);
y = log(s_jt) - log(outshr); 
first=1;
for i=1:size(nestindex,1)
    last=nestindex(i);
    n = last - first + 1;
    s_jgt(first:last,:) = s_jt(first:last,1)./(ones(n,1)*(sum(s_jt(first:last,1))));
    first=last+1;
end
lnSjgt = log(s_jgt); 
rho=0.2;
delta_NL = y - rho*lnSjgt; .
mvalold = exp(delta_NL/(1-rho));
oldt2 = zeros(size(theta2));
save mvalold mvalold oldt2
options = optimset('GradObj','on','MaxFunEvals',900000);
clc
 
beta =[rho;theta2];
%Minimization
exitflag=0;
happycount = 0;
while exitflag==0
%[beta, fval,exitflag]=fminsearch(@gmmobj,beta,options) % Simplex search method  
[beta, fval,exitflag]=fminunc({@gmmobj,@gradobj},beta,options); % Newton method 
end
 

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Answer 1

Walter Roberson 2019-5-9

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链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/461253-objective-function-is-undefined-at-initial-point-fmin-cannot-continue#answer_374357

在 MATLAB Online 中打开

https://www.mathworks.com/help/optim/ug/fminunc.html#butpb7p-fun says

if you can compute the gradient of fun and the SpecifyObjectiveGradient option is set to true, as set by

options = optimoptions('fminunc','SpecifyObjectiveGradient',true)

then fun must return the gradient vector g(x) in the second output argument.

However, you syntax

{@gmmobj,@gradobj}

does not return the gradient vector in the second output argument: instead it tries to specify fun as a cell array of function handles.

You need

[beta, fval,exitflag]=fminunc(@(x) deal(gmmobj(x),gradobj(x)), beta, options); % Newton method 

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ebdilden 2019-5-10

my obj function is a function of two other function files- it is hard to check it out. any other recommendations?

Walter Roberson 2019-5-10

Tracking is a bit easier if you parameterize the functions and get rid of the global.

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

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objective function is undefined at initial point. Fmin cannot continue

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