Supplied objective function must return a scalar value in fmincon

Question

Sanyam Maheshwari 2020-7-17

0
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/566370-supplied-objective-function-must-return-a-scalar-value-in-fmincon

评论： Walter Roberson 2020-7-23

Hey guys please help me I am getting this error in my optimization problem

Below is the Data File

global SL V p r k m n C Z s 
SL = 0.75;
V = 94100;
p = [0.07,0.18,0.2,0.3];
r = [55,47,45,49];
k = [33,28,29,30];
m = 4;
n= 4;
C = [78,69,70,73;
    64,68,56,59;
    34,39,42,41;
    52,47,48,45];
Z =[250	250	250	250;
    320	320	320	320;
    440	440	440	440;
    350	350	350	350];
s = [110,95,99,100;
    110,95,99,100;
    110,95,99,100;
    110,95,99,100];
bguess = randi(4,4);
bguess = (bguess<2);
Q0 = [zeros(4,4) bguess];
% call the solver
xopt = fmincon(@EP, Q0,[],[],[],[],[],[]);

Below is the Objective Function File

function G =  EP(Q,b)
global s r k C m n 
rng;
y = rand(4);
b = randi(4,4);
b = (b<2);
q = 0;
for i = 1:m
    for j = 1:n
        q = q + y(i,j)*Q(i,j);
    end
end
x = sym('x',[1,4]); %x as symbolic variable
f1 = 0;
for i = 1:m
    for j = i:n 
        f1  = f1 + s(i,j)*b(i,j)*x(j);
    end
end       
f2 = 0;
for i = 1:m
    for j = 1:n
        f2 = f2+C(i,j)*b(i,j)*y(i,j)*Q(i,j);
    end
end
f3 = 0;
        f3a = 0;
        for i = 1:m
            for j = 1:n
                f3a = f3a + y(i,j)*Q(i,j)-x(j);
            end
        end
for i  = 1:m
    for j = 1:n
        f3 = f3 + b(i,j)*r(j)*f3a;
    end
end
f4 = 0;
for i = 1:m
    for j = 1:n
        f4 = f4+ s(j)*b(i,j)*y(i,j)*Q(i,j);
    end
end
f5 = 0;
        f5a = 0;
        for i = 1:m
            for j = 1:n
                f5a = f5a + x(j) -y(i,j)*Q(i,j);
            end
        end
    
for i  = 1:m
    for j = 1:n
        f5 = f5 + b(i,j)*k(j)*f5a;
    end
end
F1 = int(((f1 - f2 + f3).*normpdf(x, 400, 100)),0,q);
F2 = int(((f4 - f2 - f5).*normpdf(x, 400, 100)),q,Inf);
G = -(F1 +F2);
end

This is the error I am getting. Please help me.

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Sanyam Maheshwari 2020-7-17

编辑：Sanyam Maheshwari 2020-7-17

在 MATLAB Online 中打开

Hey Walter

I tried as per your advice.

Please have a look at the pic below the code.

This is the data file.

I am not understanding why it is not showing results.

global SL V p r k m n C Z s 
SL = 0.75;
V = 94100;
p = [0.07,0.18,0.2,0.3];
r = [55,47,45,49];
k = [33,28,29,30];
m = 4;
n= 4;
C = [78,69,70,73;
    64,68,56,59;
    34,39,42,41;
    52,47,48,45];
Z =[250	250	250	250;
    320	320	320	320;
    440	440	440	440;
    350	350	350	350];
s = [110,95,99,100;
    110,95,99,100;
    110,95,99,100;
    110,95,99,100];
bguess = randi(4,4);
bguess = (bguess<2);
Q0 = [zeros(4,4) bguess];
% call the solver
xopt = fmincon(@EP, Q0,[],[],[],[],[],[]);

This is the command window showing

What I did is using double in objective function.

Below is the Objective function

function G =  EP(Q,b)
global s r k C m n 
rng;
y = rand(4);
b = randi(4,4);
b = (b<2);
q = 0;
for i = 1:m
    for j = 1:n
        q = q + y(i,j)*Q(i,j);
    end
end
syms x; %x as symbolic variable
f1 = 0;
for i = 1:m
    for j = i:n 
        f1  = f1 + s(i,j)*b(i,j)*x;
    end
end       
f2 = 0;
for i = 1:m
    for j = 1:n
        f2 = f2+C(i,j)*b(i,j)*y(i,j)*Q(i,j);
    end
end
f3 = 0;
        f3a = 0;
        for i = 1:m
            for j = 1:n
                f3a = f3a + y(i,j)*Q(i,j)-x;
            end
        end
for i  = 1:m
    for j = 1:n
        f3 = f3 + b(i,j)*r(j)*f3a;
    end
end
f4 = 0;
for i = 1:m
    for j = 1:n
        f4 = f4+ s(j)*b(i,j)*y(i,j)*Q(i,j);
    end
end
f5 = 0;
        f5a = 0;
        for i = 1:m
            for j = 1:n
                f5a = f5a + x -y(i,j)*Q(i,j);
            end
        end
    
for i  = 1:m
    for j = 1:n
        f5 = f5 + b(i,j)*k(j)*f5a;
    end
end
F1 = int(((f1 - f2 + f3).*normpdf(x, 400, 100)),0,q);
F2 = int(((f4 - f2 - f5).*normpdf(x, 400, 100)),q,Inf);
G = double(-(F1 +F2));
end

Walter Roberson 2020-7-20

在 MATLAB Online 中打开

x = sym('x',[1,4]); %x as symbolic variable

x is length 4

c2 = double(int(normpdf(x, 400, 100),q,Inf));

x is length 4, so normpdf(x, 400, 100) is a vector of length 4. You integrate an expression involving the vector of length 4, from q to Inf, where q is 0, You do not specify a variable of integration, so it does symvar() and picks the first one, which will be x1. So you integrate the expression of length 4 with respect to x1. As the expression involves x1, x2, x3, x4, the result is going to be of length 4 involving x2, x3, x4 (the x1 vanishes because it is a definite integration with respect to x1.) Because the result involves unresolved variables x2, x3, x4, there is no way to convert the result into a numeric scalar by using double() .

function [c,ceq] = Constraints(Q,b)

How are you invoking that as part of your fmincon() call? You are declaring it with two parameters, so normally you would have to use an anonymous function to pass in whatever b is. However your code does not use b, so it does not care that you are not passing anything in for b. The readers trying to make sense of your code care, though.

Q = zeros(4,4);

You are ignoring the current value of Q that is passed in, so you will always return the same value for the constraint function. It is not worth having a constraint function in such a case: either the constraint can never be satisfied and you are wasting time making the fmincon() call, or else the constraint is always satisfied and you wasting your time processing the constraint.

Sanyam Maheshwari 2020-7-23

I did"nt understand

Walter Roberson 2020-7-23

"(reminder to myself)" indicates that I need to return to this question and give you a reply when I have more time. I have been working on so many questions recently that the ones I still need to do more work on, are scrolling off the first three pages of the lists of my activity.

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Supplied objective function must return a scalar value in fmincon

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Supplied objective function must return a scalar value in fmincon

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显示 7更早的评论隐藏 7更早的评论