I'm using `fmincon', and getting a weird error. My function is defined on [0,inf) x [0,1), and I return inf outside of the range. I have also imposed inequality constraints to enforce it. Here's my optimization parameter:
options = optimset('Algorithm', 'interior-point', 'Display', 'off', 'GradObj', 'off', 'TolX', 1e-10, 'TolFun', 1e-10);
The optimization works for most cases, but very rarely, it would give a mysterious error. In MATLAB 2011b, it gives,
Error using -
Matrix dimensions must agree.
Error in /Applications/MATLAB_R2011b.app/toolbox/optim/optim/barrier.p>barrier
(line 636)
Error in fmincon (line 841)
[X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] =
barrier(funfcn,X,A,B,Aeq,Beq,l,u,confcn,options.HessFcn, ...
In MATLAB 2011a, it gives,
??? Error using ==> minus
Matrix dimensions must agree.
Error in ==> /Applications/MATLAB_R2011a.app/toolbox/optim/optim/barrier.p>barrier at 624
Error in ==> fmincon at 822
[X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] = barrier(funfcn,X,A,B,Aeq,Beq,l,u,confcn,options_ip.HessFcn, ...
Since the error is within a precompiled function, I cannot figure out what is going on. I searched the internet for similar situation, but I couldn't find anything relevant.
Any hints?
In the mean while, I'm trying to isolate the objective function for ease of replication.
