how to resolve the issue with fmincon

Hi,

I need to use the following code in my program. however, it gives an error and the warning. It happens because I use SIZE() when assigning the initial values. but i must use it that way.

Can someone please help me overcome this?

code:

theta0 = ones(size(svhat),1);

Av = ones(size(svhat),1)';
Av(1,1) = 0;

lbb = zeros(size(svhat),1);
lbb(1,1) = 1; 
lbb = eps*lbb;

bv = 0.99999;

opts = optimset('Display','off','Algorithm','sqp');

%function

[theta, opt] = fmincon(@(theta)alach(theta,epshat),theta0,Av,bv,[],[],lbb,[],[],opts);

error:

 Warning: Input arguments must be scalar. 
  > In test at 146 
  Warning: Input arguments must be scalar. 
  > In test at 148 
  Warning: Input arguments must be scalar. 
  > In test at 151 
  Error using sqpLineSearch (line 22)
  Objective function is undefined at initial point. Fmincon cannot continue.

Error in fmincon (line 851)
    [X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] = sqpLineSearch(funfcn,X,full(A),full(B),full(Aeq),full(Beq), ...

Error in test (line 161)
[theta, opt] = fmincon(@(theta)alach(theta,epshat),theta0,Av,bv,[],[],lbb,[],[],opts);

Answer 1

[Matt J]

I think you might really want

theta0 = ones(numel(svhat),1);

or

theta0=ones(size(svhat));

As for the fmincon error, your function @(theta)alach(theta,epshat) is not returning a finite value at theta0. You should check what it is actually returning.

[dav]

thanks.

I am running this in a simulation. so every time the size(svhat) changes. Is that the problem with fmincon

also when I made the change you mentioned it gave me

Error using fmincon (line 300)
A must have 7 column(s).

Error in test (line 161)
[theta, opt] = fmincon(@(theta)alach(theta,epshat),theta0,Av,bv,[],[],lbb,[],[],opts);

I have successfully used this earlier. Can you explain this error please?

dav

[Matt J]

We'll know more once you've checked what @(theta)alach(theta,epshat) is returning.

[dav]

 when I made the change you mentioned it gave me

Error using fmincon (line 300) A must have 7 column(s).

Error in test (line 161) [theta, opt] = fmincon(@(theta)alach(theta,epshat),theta0,Av,bv,[],[],lbb,[],[],opts);

I have successfully used this earlier. Can you explain this error please?

Since it doesnt work Im not sure how to get what it returns dav

[Matt J]

Execute the following and show the results

 fun=@(theta)alach(theta,epshat);

 theta0,

 ftheta0=fun(theta0),

 Av_dims = size(Av),

Do this at the line right before fmincon is called.

[dav]

This is what i got. thanks

theta0 =

     1     1     1     1     1     1     1

ftheta0 =

   NaN

Av_dims =

     7     1

Furthermore, Av should be a row vector while lbb,theta0 are column vectors.

[dav]

Dear Matt,

The following code worked just fine.

Thank you very much!

code:

theta0 = ones(numel(svhat),1);

Av =  ones(numel(svhat),1)';
Av(1,1) = 0;
%Av = Av';

lbb = ones(numel(svhat),1);
lbb(1,1) = 1; 
lbb = eps*lbb;
%lbb=lbb';

bv = 0.99999;

opts = optimset('Display','off','Algorithm','sqp');

%function

[theta, opt] = fmincon(@(theta)alach(theta,epshat),theta0,Av,bv,[],[],lbb,[],[],opts);