Fmincon Errors with objective function definition

Hi All,

I am trying to solve a simple fmincon problem and keep hitting the same error message:

Error using funhw2q1
Too many input arguments.
Error in fmincon (line 552)
      initVals.f = feval(funfcn{3},X,varargin{:});
Error in HW2Q1solution (line 13)
    xopt(i) = fmincon('funhw2q1', x0, [], [], [], [], LB, UB, 'const_hw2q1', [], j);
Caused by:
    Failure in initial objective function evaluation. FMINCON cannot continue.

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Here is my main function:

x0 = [0 0]; 
LB = [-5 -5]; 
UB = [7 7];
i = 1;
for j = 0:0.01:1
    xopt(i) = fmincon('funhw2q1', x0, [], [], [], [], LB, UB, 'const_hw2q1', [], j);
    solution(j) = x(1)^2 + 10 * x(2) - 3 * X(1) * X(2);
        i = i + 1;
end

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here is 'funhw2q1':

function f = funhw2q1(x)
f = x(1)^2 + 10 * x(2)^2 - 3 * x(1) * x(2);
end

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and here is the constraints function if that makes any sense in this problem:

function [c, Ceq] = const_hw2q1(x)
c(1) = 2*x(1)+x(2) - 4;
c(2) = x(1) + x(2) + 5;
Ceq = [];

Please help. I know it is a very simple problem but I ran out of options.

[Matt J]

It doesn't really make sense for you to be using const_hw2q1() to implement your constraints, when they are in fact linear and could be implemented with appropriate A,b matrices. Also, since your objective is quadratic, quadprog would be a better tool here than fmincon.

[Onur Gurler]

HI Matt,

I wasn't aware of Quadprog but I'll definitely look into it. Thank you for the suggestion.

Answer 1

[Stephan]

Try:

x0 = [0 0]; 
LB = [-5 -5]; 
UB = [7 7];
ii = 1;
for jj = 0:0.01:1
    xopt(ii,:) = fmincon(@funhw2q1, x0, [], [], [], [], LB, UB, @const_hw2q1);
    solution(ii) = xopt(ii,1).^2 + 10 * xopt(ii,2) - 3 * xopt(ii,1) .* xopt(ii,2);
    ii = ii + 1;
end

function f = funhw2q1(x)
f = x(1).^2 + 10 * x(2).^2 - 3 * x(1) .* x(2);
end

function [c, Ceq] = const_hw2q1(x)
c(1) = 2*x(1)+x(2) - 4;
c(2) = x(1) + x(2) + 5;
Ceq = [];
end

Note that in every run of your loop you get the same result - what do want to achieve? Since you do not really change anything inside your objective and your constraints, the for loop is not needed and the code simplifies to:

x0 = [0 0]; 
LB = [-5 -5]; 
UB = [7 7];
[xopt, solution] = fmincon(@funhw2q1, x0, [], [], [], [], LB, UB, @const_hw2q1)

function f = funhw2q1(x)
f = x(1).^2 + 10 * x(2).^2 - 3 * x(1) .* x(2);
end

function [c, Ceq] = const_hw2q1(x)
c(1) = 2*x(1)+x(2) - 4;
c(2) = x(1) + x(2) + 5;
Ceq = [];
end

[Onur Gurler]

Thank you so much for a solution. I was giving an unnecessary argument 'j' in fmincon function, the last argument. So that was my problem. Yes, you are correct I put the loop incase it was needed but it wasn't.

[Stephan]

Did you notice that you can accept and/or vote for useful answers?

[Onur Gurler]

I just noticed and gave you a thumbs up.