Global search and Handle function specification

The original code was using "fmincon" to minimize the function MSM_likelihood below:

[parameters,LL,exitflag,output]=fmincon('MSM_likelihood',startingvals,[],[],[],[],LB,UB, [],options,kbar,data,A_template);

HOWEVER, I am trying to run the optimization by using Global Search instead and that requires a function handle, which I believe I used sixmin for that. My code is below:

sixmin = @(input,kbar,data,A_template,estim_flag)MSM_likelihood;
opts = optimoptions(@fmincon,'Algorithm','interior-point');
problem = createOptimProblem('fmincon','x0',startingvals,...
'objective',sixmin(input,kbar,data,A_template,estim_flag),'lb',LB,'ub',UB,...
     'options',opts);
gs = GlobalSearch;
[x,f] = run(gs,problem)

Somehow, the code doesn't run as expected. Please help! I really appreciate it!

Answer 1

[Walter Roberson]

'objective' needs to be followed by a function handle, but instead you are following it by the result of calling sixmin on particular parameters. You should probably just have sixmin (no parameters following) at that point.

[Tien Nguyen]

Hello Walter,

Thank you for a quick reply. Seems like the code ran a little bit but I ran into another problem.

Matlab shows error with these codes: sixmin = @(input,kbar,data,A_template,estim_flag)MSM_likelihood;

input = [estim_flag(1);input;estim_flag(2);estim_flag(3)];

Could you please let me know if the syntax is correct for the two listed? Thank you.

[Steven Lord]

When that function handle is invoked with five input arguments, it will call MSM_likelihood with ZERO input arguments. I'm guessing that's not what you want. If you want to pass all five inputs into MSM_likelihood:

sixmin = @(input,kbar,data,A_template,estim_flag) ...
         MSM_likelihood(input,kbar,data,A_template,estim_flag);

I broke this definition across two lines using ... for ease of display in Answers, but you could put it all on one line if you want.

[Tien Nguyen]

Hello Steven,

For some strange reason, Matlab shows:

Not enough input arguments.

Error in MSM_modified>@(input,kbar,data,A_template,estim_flag)MSM_likelihood(input,kbar,data,A_template,estim_flag) (line 72) MSM_likelihood(input,kbar,data,A_template,estim_flag);

Which is weird cause I put in 5 inputs? Do you have any idea? Thank you so much!

[Walter Roberson]

sixmin = @(input) MSM_likelihood(input,kbar,data,A_template,estim_flag);

Answer 2

[Alan Weiss]

You might want to try the following line of code instead:

 sixmin = @MSM_likelihood;

The function handle for fmincon must contain exactly one argument. See Passing Extra Parameters for more information.

Alan Weiss

MATLAB mathematical toolbox documentation