"GlobalSearch", for some inputs ends up in "NaN" and sqpInterface and fmincon error
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Hi everyone,
I have a question regarding "GlobalSearch". For some inputs, my code sometimes ends up in "NaN" and the code gives this error:
"Error using sqpInterface
Objective function is undefined at initial point. Fmincon cannot continue.
Error in fmincon (line 871)
[X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] = sqpInterface(funfcn,X,full(A),full(B),full(Aeq),full(Beq), ...
Error in globaloptim.globalsearch.globalsearchnlp
Error in GlobalSearch/run (line 340)
globaloptim.globalsearch.globalsearchnlp(FUN,X0,A,B,Aeq,Beq,LB,UB,NONLCON,options,localOptions);
Error in Optimization (line 37)
[A,f] = run(gs,problem);
Caused by:
Failure in initial call to fmincon with user-supplied problem structure."
Of course, we all know that the algorithm checks the different inputs and finally goes to the smallest objective function value (error).
Is there a way to ignore the inputs that give "NaN" results and make the algorithm use other inputs to finally reach to lowest objective function value (error)?
1 Comment
Walter Roberson
on 19 Aug 2024 at 19:19
This hints that possibly you might need to tighten your constraints, especially lower bound and upper bound, so that the generated initial values do not fail.
Answers (1)
Umang Pandey
on 19 Aug 2024 at 13:06
Hi,
This question has been addressed in the following MATLAB answer:
Best,
Umang
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