Fmincon giving error, citing initial objective function (which does satisfy constraints) and not working

I have been trying to optimise a function func using fmincon.

params = fmincon(func,x0,[],[],Aeq,beq)

I have already verified that Aeq*x0 = beq, so the initial objective function is right. Yet, i'm still getting this error:

Not enough input arguments.

Error in symengine>@(c1,c2,c3,c4,c5,c6,c7,c8,c9,c10,c11,c12)c1.*3.805674668010712e-2+c2.*1.452300963913537e-1+c3.*2.085921430624678e-1+c4.*2.085921430624678e-1+c5.*1.452300963913537e-1+c6.*3.805674668010712e-2-(c7.*1.702917447916667e-2+c8.*4.586072682291666e-1+c9.*4.991979401041667e-1+c10.*2.51656171875e-2).^2.*6.066605301267732e-2-(c9.*2.51656171875e-2+c10.*4.991979401041667e-1+c11.*4.586072682291666e-1+c12.*1.702917447916667e-2).^2.*6.066605301267732e-2-(c8.*9.790462239583334e-2+c9.*6.424059244791667e-1+c10.*2.589742838541667e-1+c11.*7.151692708333333e-4).^2.*7.305773474604981e-2-(c8.*7.151692708333333e-4+c9.*2.589742838541667e-1+c10.*6.424059244791667e-1+c11.*9.790462239583334e-2).^2.*7.305773474604981e-2-(c7.*5.818634088541667e-1+c8.*3.598167994791667e-1+c9.*5.334330729166666e-3).^2.*3.782756996279376e-3-(c10.*5.334330729166666e-3+c11.*3.598167994791667e-1+c12.*5.818634088541667e-1).^2.*3.782756996279376e-3-(c7.*4.521909869791667e-1+c8.*5.052392213541667e-1+c9.*2.661019010416667e-2).^2.*1.874353837169595e-2-(c10.*2.661019010416667e-2+c11.*5.052392213541667e-1+c12.*4.521909869791667e-1).^2.*1.874353837169595e-2-(c7.*1.821031666666667e-1+c8.*6.657801666666666e-1+c9.*1.521121666666667e-1).^2.*4.018916131883391e-2-(c10.*1.521121666666667e-1+c11.*6.657801666666666e-1+c12.*1.821031666666667e-1).^2.*4.018916131883391e-2

Error in fmincon (line 568)

initVals.f = feval(funfcn{3},X,varargin{:});

Error in prob1 (line 89)

params = fmincon(func,x0.',[],[],Aeq,beq)

Caused by:

Failure in initial objective function evaluation. FMINCON cannot continue.

I have tried to change the dimensions of Aeq (12*12 in the given example), and the others, change x0 = x0.', but nothing happens. What am I doing wrong?

Thanks

Answer 1

[Walter Roberson]

You created func by using matlabFunction() on a symbolic expression that refered to variables c1 through c12.

You should have also used the 'vars' option of matlabFunction

%assuming that c contains the list of c* variables, then
func = matlabFunction(TheExpression, 'vars', {c})

This will pack all of the variables into a single parameter vector and generate code to extract the appropriate elements from the vector. It might look like @(in) in(:,1).*3.805674668010712e-2+in(:,2).*1.4523009639135 and so on.

[HN]

Thank you, this worked.

I had actually already put

func = matlabFunction(TheExpression);

But adding those two paramters completely solved it.

[Walter Roberson]

The default for matlabFunction() is to use one parameter for each different unbound symbolic variable.

(matlabFunction() is a bit weak on bound symbolic variables, such as the variable of integration for int() )

Answer 2

[Matt J]

I have already verified that Aeq*x0 = beq, so the initial objective function is right.

The error message has nothing to do with Aeq and beq. The error is complaining that func(x0) does not return a numeric value. You should test that, before invoking fmincon.

Since a reference to symengine appears in the error message, I suspect that you are using syms in your objective function, which you probably shouldn't be doing, since fmincon is not part of the Symbolic Math Toolbox.