A question regarding fminunc

Question

antonet 2013-4-3

0
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/69590-a-question-regarding-fminunc

Dear all,

I use the function fminunc having specified the components of optimset; that is;

 x00=cc;               options=optimset('LargeScale','off','display','off','TolFun',0.0001,'TolX',0.0001,...
'GradObj','off', 'Hessian','off','DerivativeCheck','off');
[xxx,,H]=fminunc('CES_mode7cut',x00,options,...             X1,delta,rlaggedvector,repphi1,fff2,fff3,fff4,fff5,fff6,varepsilon);
tmean = xxx; %  
tvcov = c*inv(H);  
cdraw=mvtrnd1(tmean,tvcov,v);  %proposal density

My problem is that the code gets stuck either at

 mvtrnd1(tmean,tvcov,v);
 Error using chol
Matrix must be positive definite.
 in mvtrnd1 (line 21)
L=chol(vcov)';
 Error in proposed_emprirical_moodys_predict (line 315)
              cdraw=mvtrnd1(tmean,tvcov,v);  %proposal
              density

or I get this message

 Error using fminusub (line 17)
Objective function is undefined at initial point.
Fminunc cannot continue.
 Error in fminunc (line 403)
   [x,FVAL,GRAD,HESSIAN,EXITFLAG,OUTPUT] =
   fminusub(funfcn,x, ...
 Error in proposed_her (line 309)
            [xxx,H]=fminunc('CES_mode7cut',x00,options,...