Values of NaN or Inf are included in the finite-difference derivatives at the initial point. I cannot continue to calculate with fmincon.

Hello, I 'm working on the nonlinear programmming with constraints.

>> load('JIRIOT_is3.mat')

>> options = optimoptions(@fmincon, 'Display','iter','Algorithm','interior-point');

>> [x,fval,exitflag,output,lambda] = fmincon(@(x)mindistance_xo(x,x0),x0,A,b,Aeq,beq,lb,[],[],options)

But, matlab replied the error message as follows:

>>Value of NaN or Inf is included in the finite-difference derivatives at the initial point.

I enclosed the data file('JIRIOT_is3.mat') and objective function file(mindistance_xo.m).

Could you please give some advices to me how to solve the above program?

[Michiya]

I attached the objective function file.

[Michiya]

error messages are as follows:

>> error: barrier (line 145)

>> error: fmincon (line 905)

    [X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] =

     barrier(funfcn,X,A,B,Aeq,Beq,l,u,confcn,options.HessFcn, ...

Answer 1

[Alan Weiss]

Thank you for providing the error message:

 Value of NaN or Inf is included in the finite-difference derivatives at the initial point.

This tells you exactly why fmincon cannot continue. You have a few choices:

1. Try different initial points, to attempt to find one where the estimated derivative at the initial point exists and is finite
2. Examine your objective and nonlinear constraint functions carefully to see why they are returning NaN or Inf

Good luck,

Alan Weiss

MATLAB mathematical toolbox documentation

[Michiya]

Hello, Alan,

Thank you for your answer.

I tried the different initial point, especially, to find the estimated derivative

at the initial point is finite as follows:

idx = find(x0 == 0);

x0(idx) = 0.00001;

Then, we can get the solution.

Your answer is the best. Thanks.

Michiya