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Error using barrier Objective function is undefined at initial point. Fmincon cannot continue.
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Hi, after running my code
R=readmatrix(filename1);
R=R.';
w=readmatrix(filename2);
gamma = 2;
Aeq = ones(1,68);
beq = 1;
lb = zeros(68,1);
ub = ones(68,1);
x0=0.0147*ones(1,68);
u = @(x) 1/(1-gamma)*x.^(1-gamma);
obj = @(x)-sum(u(x*w*R));
x = fmincon(obj,x0,[],[],Aeq,beq,lb,ub);
I recived the following error
Error using barrier
Objective function is undefined at initial point. Fmincon cannot continue.
Error in fmincon (line 824)
[X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] =
barrier(funfcn,X,A,B,Aeq,Beq,l,u,confcn,options.HessFcn, ...
I run the same code before but with a lees number of data and it works perfectly. Can you please help me what is wrong with my code ?
Thanks in advance
:::: UPDATE
I reads my data carefully and found the problem with my data
3 comentarios
Rik
el 17 de Abr. de 2023
Original question:
Error using barrier Objective function is undefined at initial point. Fmincon cannot continue.
Hi, after running my code
R=readmatrix(filename1);
R=R.';
w=readmatrix(filename2);
gamma = 2;
Aeq = ones(1,68);
beq = 1;
lb = zeros(68,1);
ub = ones(68,1);
x0=0.0147*ones(1,68);
u = @(x) 1/(1-gamma)*x.^(1-gamma);
obj = @(x)-sum(u(x*w*R));
x = fmincon(obj,x0,[],[],Aeq,beq,lb,ub);
I recived the following error
Error using barrier
Objective function is undefined at initial point. Fmincon cannot continue.
Error in fmincon (line 824)
[X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] =
barrier(funfcn,X,A,B,Aeq,Beq,l,u,confcn,options.HessFcn, ...
I run the same code before but with a lees number of data and it works perfectly. Can you please help me what is wrong with my code ?
Thanks in advance
Respuestas (1)
Walter Roberson
el 13 de Abr. de 2023
Your gamma is 2. 1-gamma is -1. x.^(1-gamma) is then 1./x
But you permit x to start at 0 (your lower bound is 0). That would get you infinity or nan, either of which is going to cause your objective to fail.
Your lb needs to be greater than 0.
8 comentarios
Torsten
el 14 de Abr. de 2023
Then nobody will be able to help you without having access to your data and your complete code.
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