fmincon error: Failure in initial user-supplied objective function evaluation. FMINCON cannot continue.

Hi,

I am a beginner using Matlab and trying to solve a constrained nonlinear optimization problem. I got the followings error msg:

??? Error using ==> @(x)SqErr1(x)+SqErr2(x)

Too many input arguments.

Error in ==> fmincon at 517

initVals.f = funfcn{3}(X,varargin{:});

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

But if I try to compute the objective function directly with a feasible x0, Matlab always returns a correct scalar answer. I am really confused... Could you please help me with it? Thank you.

Below is my code, the objective function is a bit complicated...

for i=1:12
  fhNames{i}=['DeltaEu',num2str(i)];
  fhNames2{i}=['DeltaEu2',num2str(i)];
end
fhArray=cellfun(@str2func, fhNames, 'UniformOutput',false);
fhArray2=cellfun(@str2func, fhNames2, 'UniformOutput',false);

Eu=@(x,s) (exp(-x(2)*i)/x(1)*mean((s(:,1).^x(3)-s(:,2)).^x(1)-(s(:,1).^x(3)-...
  s(:,3)).^x(1)));

for i=1:12
  fhArray{i}=@(x) Eu(x,S{i}(:,1:3));
  fhArray2{i}=@(x) Eu(x,S{i}(:,[1,3,4]));
end

SqErr1=@(x) (fhArray{1}(x)+fhArray{2}(x)+fhArray{3}(x)+fhArray{4}(x)+...
  fhArray{5}(x)+fhArray{6}(x)+fhArray{7}(x)+fhArray{8}(x)+...
  fhArray{9}(x)+fhArray{11}(x)+fhArray{10}(x)+fhArray{12}(x))^2;

SqErr2=@(x) (fhArray2{1}(x)+fhArray2{2}(x)+fhArray2{3}(x)+fhArray2{4}(x)+...
  fhArray2{5}(x)+fhArray2{6}(x)+fhArray2{7}(x)+fhArray2{8}(x)+...
  fhArray2{9}(x)+fhArray2{11}(x)+fhArray2{10}(x)+fhArray2{12}(x))^2;

ObjFun=@(x) SqErr1(x)+SqErr2(x); 

nonlcon=@(x) PositiveCon(x,MaxCost,MinVol');

function [c, ceq]=PositiveCon(x, MaxCost, MinVol)
c = MaxCost-MinVol.^x(3);
ceq = [];
end

[x, fval, exit, output]=fmincon(ObjFun, x0, [], [], [], [],lb, ub,[],...
  nonlcon, optimset('FunValCheck','on'));

Answer 1

[Walter Roberson]

You should not have the [] after ub in the fmincon call.

[Jie Ning]

Thanks a lot. Now it seems that fmincon cannot solve the optimization problem...