fmincon error too many input arguments

Hello, could you please help me. First, the matlab successfully calculate the following code.

expCov = cell2mat(CovM(1));
ExpReturnMat = ExpReturnMatrix';
expRet = ExpReturnMat(:,1);
NLLfunction = @(x) fm_fitnessERC(expCov, x);
nonlcon = @(x) nonlcon(wgts0,Aeq,x); 
[ERWCwgtsTC, fval, sqpExit] = fmincon(NLLfunction, wgts0,[], [], [], [], lbnds, [], nonlcon,qoptions); 
function fval = fm_fitnessERC(expCov, x) 
  N = size(expCov,1);  
  y = x.*(expCov*x); 
  fval = 0 ; 
  for i = 1:N
    for j = 1+1:N
      xij  = y(i) - y(j) ; 
      fval = fval + xij*xij ; 
    end 
  end
  fval = sqrt(fval)
end
function [c,ceq] = nonlcon(wgts0,Aeq,x)
c = []
ceq = Aeq*[x + 0.01*abs(x-wgts0)]-1
end

However, I try to make loop for the next ERWCwgtsTC, where I want to replace wgts0 with ERWCwgts(:,z-1).

for z = 2:20
  expCov = cell2mat(CovM(z));
  ExpReturnMat = ExpReturnMatrix';
  expRet = ExpReturnMat(:,z);
  ERWCwgtsTC0 = ERWCwgtsTC(:,z-1);
  NLLfunction = @(x) fm_fitnessERC(expCov, x);
  nonlconERWC = @(x) nonlconERWC(ERWCwgtsTC0, Aeq, x);
  [ERWCwgtsTC(:,z), fval, sqpExit] = fmincon(NLLfunction, ERWCwgtsTC0,[], [], [], [], lbnds, [], nonlconERWC,qoptions);
end

NLLfunction remain the same as above. But I adjust...

function [c,ceq] = nonlcon(ERWCwgtsTC0, Aeq, x)
  c = []
  ceq = Aeq*[x + 0.01*abs(x-ERWCwgtsTC0)]-1
end

I receive ERWCwgtsTC(:,2) but after that the process is stopped

The error is...

Error using
@(x)nonlconERWC(ERWCwgtsTC0,Aeq,x)
Too many input arguments.

Error in @(x)nonlconERWC(ERWCwgtsTC0,Aeq,x)

Error in fmincon (line 621)
      [ctmp,ceqtmp] =
      feval(confcn{3},X,varargin{:});

Caused by:
  Failure in initial user-supplied
  nonlinear constraint function
  evaluation. FMINCON cannot continue.

Thank you in advance.

Answer 1

[Walter Roberson]

The line

    nonlconERWC = @(x) nonlconERWC(ERWCwgtsTC0, Aeq, x);

has a recursive reference to nonlconERWC -- it appears on both the left and right hand side.

Considering your other code it appears the line should be

    nonlconERWC = @(x) nonlcon(ERWCwgtsTC0, Aeq, x);

By the way, there is no reason you should have needed to adjust your nonlcon code, since the name of the variable you pass for the first parameter does not need to match the internal name of the parameter within the routine. Your logic for nonlcon did not change, just the value you pass to it.

[Iglika Koleva]

I did not know that I don't need to write and save the same nonlcon function by changing a value. Many Thanks for the quick responce.