Is there any other alternative fuction that I can use instead of fminunc?.

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salva 2012-9-20

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Dear all,

I am using the function fminunc as I want to find the mode and the hessian matrix of a function. I use Matlab 2009 but I get an error related to this function

 ??? Error using ==> roots at 28
Input to ROOTS must not contain NaN or
Inf. Error in ==>
lineSearch>globalMinimizerOfPolyInInterval
at 304
stationaryPoint = roots([3*coeff(1)
2*coeff(2) coeff(3)]); Error in ==>
lineSearch>pickAlphaWithinInterval at 279
z =
globalMinimizerOfPolyInInterval(zlb,zub,coeff); Error in ==> lineSearch>sectioningPhase at
193
    alpha =
    pickAlphaWithinInterval(brcktEndpntA,brcktEndpntB,a,b,f_a,fPrime_a,f_b,fPrime_b); Error in ==> lineSearch at 55
    [alpha,f_alpha,grad,exitflag,funcCount]
    = sectioningPhase(funfcn, ... Error in ==> fminusub at 208
    [alpha,f,grad,exitflagLnSrch,funcCountLnSrch]
    = ... Error in ==> fminunc at 376
   [x,FVAL,GRAD,HESSIAN,EXITFLAG,OUTPUT] =
   fminusub(funfcn,x, ... Error in ==> testxa2 at 252
           [xxx,fval,exitflag,output,gradient,H]=fminunc('modeA,x00,options,...

Is there any other alternative fuction that I can use instead of fminunc?. The function produces no error in Matlab2012 but only in matlab 2009

thank you

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Answer 1

Matt Kindig 2012-9-20

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Hi Salva,

You could use fminsearch or fminbnd, two derivative-free optimizers. However, given that the error is thrown when the input to roots() is invalid, it would probably be better to catch that error before entering roots. You could put a check in your globalMinimizerOfPolyInInterval() function prior to calling roots() that checks that coeff(1:3) are all not NaN or Inf. Something like:

if all(isfinite(coeffs(1:3)),
  stationaryPoint = roots([3*coeff(1) 2*coeff(2) coeff(3)]);
else
  %do something to force the optimizer to reject this solution
end

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salva 2012-9-21

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thank you Matt. It seems that the

 else
  %do something to force the optimizer to reject this solution

is the most important of all.

Any suggestion for

%do something to force the optimizer to reject this solution?

thankss

salva 2012-9-23

Any comments are welcome

thanks

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Answer 2

Walter Roberson 2012-9-23

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If you use an options structure that turns on function value checking, then the minimization will stop at the point that inf or NaN is produced.

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Walter Roberson 2012-9-25

You appear to already be constructing options, so include 'FunValCheck', 'on' when constructing the options.

salva 2012-9-25

thank you walter. Actually, I am looking the opposite. I want the process to continue even when the point that is being produced is inf or NaN (as in matlab2012)

thanks

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Answer 3

Sean de Wolski 2012-9-25

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fmincon's Interior-Point algorithm can recover from inf and nan output.

doc fmincon

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salva 2012-9-27

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Thank you sean

When I used the "fminunc" function I constructed the following setup.

 options=optimset('LargeScale','off','display','off','TolFun',0.0001,'TolX',0.0001,...
                'GradObj','off', 'Hessian','off','DerivativeCheck','off');
           [xxx,fval,exitflag,output,gradient,H]=fminunc('CES_mode7cutDCfree1sem',x00,options,...
                ka, fff2,fff3,fff4,fff5,fff6, vsigt2);

where the output i am interested i is xxx which is the mode of the function and H which is the Hessian. ka, fff2,fff3,fff4,fff5,fff6 and vsigt2 are inputs that I obtain from previous steps

What kind of setup should i use for the "fmincon" function?

I tried something like

 options = optimset('Algorithm','interior-point',...
    'Hessian','user-supplied','HessFcn',@hessianfcn);
           [xxx, H]=fmincon('CES_mode7cutDCfree1sem',x00,options,...
                ka, fff2,fff3,fff4,fff5,fff6, vsigt2);
            but I get the following error 
            ??? Error using ==> fmincon at 232
FMINCON only accepts inputs of data type
double.
 Error in ==> les3 at 309
           [xxx,
           H]=fmincon('CES_mode7cutDCfree1sem',x00,options,... 
       Any help is greately appreciated

salva 2012-10-1

The reason is that I do not know how to set it up!

Sean de Wolski 2012-10-1

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Well since you don't need constraints you can ignore all of those inputs, just put some lower and upper bounds on your variables and use it just like fminunc

fmincon(foo,x0,[],[],[],[],lb,ub,options);

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