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Error in Fmincon fuction

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Kunal Jain
Kunal Jain on 20 Feb 2022
Edited: Torsten on 20 Feb 2022
Example I am solving
Find the optimal state and optimal control based on minimizing the performance index 𝐽=∫ (𝑥(𝑡) − 1/2 𝑢(𝑡)^2 ) 𝑑𝑡 1 0 , 0 ≤ 𝑡 ≤ 1 subject to 𝑢(𝑡) = 𝑥̇(𝑡) + 𝑥(𝑡) with the condition 𝑥(0) = 0, 𝑥(1) = 1/2 (1 − 1/𝑒 )^2 where 𝐽𝑒𝑥𝑎𝑐𝑡 = 0.08404562020 In this example the initial approximation is 𝑥1 (𝑡) = 1/2 (1 − 1/e )^2
ERROR:
On running solve_system_of_equations , I am getting error as :
Error using system_of_equations
Too many output arguments.
Error in fmincon (line 655)
[ctmp,ceqtmp] = feval(confcn{3},X,varargin{:});
Error in solve_system_of_equations (line 44)
x = fmincon(fun,x0,A,bb,Aeq,beq,lb,ub,nonlcon)
Caused by:
Failure in initial nonlinear constraint function evaluation. FMINCON cannot continue.
CODE:
function F = cost_function(x)
global def;
global m;
s=def.k ;
C2=x(1,(s+1):2*s);
u=(C2*m.H) ;
F=(1/2)*u*u';
function F = system_of_equations(x)
global def;
global m;
global init;
global P_alpha_1;
s=def.k ;
C1=x(1,1:s);
C2=x(1,(s+1):2*s);
x1=(C1*P_alpha_1*m.H) + init(1);
u=(C2*m.H) ;
D_alpha1_x1= C1*m.H;
%
M=Haar_matrix(s);
HC=M(:,s);
%%control law1
F = horzcat( D_alpha1_x1 + x1 - u , ...
(C1*P_alpha_1*HC) + init(1) - (1/2*((1-exp(-1))^2))) ;
end
alpha_1=1;
k=8; %no. of Haar wavelets
b=2; %Total number of days to plot
initialize(alpha_1,k,b )
global m;
global init;
global def;
global P_alpha_1;
global P_alpha_2;
P_alpha_1=fractional_operation_matrix(k,alpha_1,b,m.H);
s=def.k;
x0=zeros(3,3*s);
% system_of_equations(x)
A = [];
bb = [];
Aeq = [];
beq = [];
lb = [];
ub = [];
fun = @cost_function;
nonlcon=@system_of_equations;
x = fmincon(fun,x0,A,bb,Aeq,beq,lb,ub,nonlcon)

Answers (1)

Walter Roberson
Walter Roberson on 20 Feb 2022
function F = system_of_equations(x)
That function only returns one output.
nonlcon=@system_of_equations;
For fmincon, the nonlinear constraints function must return 2 outputs (and with some options, it would have to return four outputs.)
The first output is for the nonlinear inequality constraints. The second output is for the nonlinear equality constraints. If you do not have any nonlinear equality constraints, you must return the empty array, [] for the second output.
  2 Comments
Kunal Jain
Kunal Jain on 20 Feb 2022
Thank you for answering my question
In this using x=ones(1,16)
function F = system_of_equations(x)
Result is
F =
0.6768 1.5303 2.0303 2.1768 2.4268 2.7803 2.7803 2.4268 2.2270
But after running solve_system_of_equations I am geting the same above Fmincon error
Can you please explain a bit more what u explained about the the outputs of fmincon more?
Thanks in advance
Torsten
Torsten on 20 Feb 2022
Edited: Torsten on 20 Feb 2022
The function "system_of_equations" must return two output arguments. You only return one argument, namely F.
Thus the function must read
function [c,ceq] = system_of_equations(x)
c = ...;
ceq = ...;
end
For the meaning of c and ceq, please refer to the documentation of fmincon, especially for the function in which the nonlinear inequality and equality constraints are defined (usually named "nonlcon").

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