Error in fmincon: infinite loop?

I minimize a function with fmincon. Just a nice bounded smooth function with bounded support.... But.... for some initial values, fmincon just refuses to give an answer! It seems to be stuck in some infinite loop.... What is happening?? (I use Matlab version R2013a).

clc; close all; clear all;

%define function
data = [    8.6000    1.0000
           18.2000    1.0000
            6.8000    1.0000
           17.7000         0
           12.2000    1.0000];
pricedata = data(:,1);demanddata = data(:,2);
mu = @(price, theta, beta0, beta1) ((1 ./ (1 + exp(-ones(max(size(price)),1) * beta0' - price * beta1'))) * theta);
minusloglikelihood = @(x) - demanddata'* log(mu(pricedata, [x(5);1-x(5)], x(1:2), x(3: 4))) - (1-demanddata)'* log(1-mu(pricedata, [x(5); 1-x(5)],x(1:2), x(3: 4)));

%optimize for different starting values
options = optimoptions('fmincon','Display', 'off', 'Algorithm','active-set');

%For this starting value I get an answer

x0   = [10.5; 10.5; -1.05;-1.05; 0.705]
[X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] = fmincon( minusloglikelihood, x0, [],[],[],[],[1;1;-2;-2;0],[20;20;-0.1;-0.1;1],[],options)

%For this starting value I don't get an answer

x0   = [10.5; 10.5; -1.05;-1.05; 0.706]
[X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] = fmincon( minusloglikelihood, x0, [],[],[],[],[1;1;-2;-2;0],[20;20;-0.1;-0.1;1],[],options)

Answer 1

[Alan Weiss]

I suggest that you set iterative display instead of turning the display off, and I also suggest that you use the interior-point algorithm (or sqp) instead of active-set.

For further suggestions, see When the Solver Fails.

Alan Weiss

MATLAB mathematical toolbox documentation