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Global optimization - data type error

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Jen W
Jen W 2021-1-4
评论： Jen W 2021-1-5
Hi,
I am trying to minimize the objective below using global optimization. The error I received is: "Error using fmincon. FMINCON requires all values returned by functions to be of data type double. Caused by: Failure in initial call to fmincon with user-supplied problem structure." I don't know how to fix this error. Any idea will be appreciated. Thanks in advance!
syms Cm Cc Cv Co
Cf = 1 - Cc - Cm - Cv - Co;
G = Cm*log(Cm) + Cc*log(Cc) + Cv*log(Cv) + Co*log(Co);
% Calculate the derivative of G w.r.t. the four variables
sym_mu_c = diff(G, Cc);
sym_mu_m = diff(G, Cm);
sym_mu_v = diff(G, Cv);
sym_mu_o = diff(G, Co);
% This function is to be minimized
sym_dis = vpa((sym_mu_c.^2 + sym_mu_m.^2 + sym_mu_v.^2 + sym_mu_o.^2).^0.5);
% Convert syms function to matlab function
mu_dis = matlabFunction(sym_dis);
% Bounds of the four variables
lowb = [0;0;0;0];
uppb = [1;1;1;1];
% Objective
obj = @(x)mu_dis;
% Define problem
gs = GlobalSearch;
opts = optimoptions(@fmincon, 'Algorithm', 'interior-point', 'MaxFunctionEvaluations', 1e6, 'MaxIterations', 1e6);
init = [0.204; 0.075; 1e-2; 1e-2];
prob = createOptimProblem('fmincon', 'x0', init, 'objective', obj, 'lb', lowb, 'ub', uppb, 'options', opts);
[x, fval] = run(gs, prob)

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采纳的回答

Matt J
Matt J 2021-1-4
编辑：Matt J 2021-1-4
mu_dis = matlabFunction( sym_mu_c.^2 + sym_mu_m.^2 + sym_mu_v.^2 + sym_mu_o.^2 );
obj=@(x) mu_dis( x(1), x(2), x(3), x(4) )
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Walter Roberson
Walter Roberson 2021-1-4
I have now filed a bug report about the order being documented as "alphabetical".

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