Error: Failure in initial user-supplied objective function evaluation. FMINUNC cannot continue.

Hi there,

I am trying to optimize my objective function with the following code:

function f = objectivefun(a)
lamblist = linspace(1,10,20);
Cauchy11 = [0 827982.753091953 1572844.18031762 2464184.69382751 3534322.19181553 4790513.14500519 6234910.15607021 7868283.55773547 9690949.15151327 11703050.5018082 13904658.4131231 16295810.1862600 18876526.5732673 21646819.6614556 24606696.7723621 27756162.4933249 31095219.7846345 34623870.6068982 38342116.2889111 42249957.7500000];
f = 0.0;
for i = 1:20
    f = f + 2*(a(1)*(lamblist(i)^a(2)-(lamblist(i))^(-2*a(2)))-Cauchy11(i))^2;
end
end

Optimization Operation:

x0 = [4.225*10^5,2];
options = optimoptions('fminunc','GradObj','on');
[x,fval,gradient] = fminunc('objectivefun',x0,options)

The error that keeps coming up:

Error using objectivefun
Too many output arguments.

Error in fminunc (line 262)
        [f,GRAD] = feval(funfcn{3},x,varargin{:});

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

Does anyone have any clue as to why this is happening? Thank you!

Answer 1

[Walter Roberson]

http://www.mathworks.com/help/optim/ug/fmincon.html#inputarg_fun

If you can compute the gradient of fun and the GradObj option is set to 'on', as set by

options = optimoptions('fmincon','GradObj','on')

then fun must return the gradient vector g(x) in the second output argument.

You set GradObj but your objective function does not return two outputs.

By the way: it is time to switch to function handles.

[x,fval,gradient] = fminunc(@objectivefun,x0,options)