Failure in initial objective function evaluation. FMINCON cannot continue.

Hi Everyone,

I have been trying to get this minimization problem to work and I keep getting this same error message: "Failure in initial objective function evaluation. FMINCON cannot continue."

Now I have the following definitions:

    %
v = [power_i; load_i; theta_i; theta_j];
v0 = [power_r; load_r; theta_ir; theta_jr; cost_r];
options = optimoptions(@fmincon,'Algorithm','sqp');
[power_i, load_i, theta_i, theta_j, fval, exitflag, output] = fmincon(@objfun,v0,A,b,Aeq,beq,[], [], @confuneq, options);

With the associated objective:

 function f = objfun(v, cost_r)
f = sum((cost_r.')*power_i) - sum(load_i) + (theta_i - theta_j);
end

and constraints:

 %  
function [c, ceq] = confuneq(power_i, load_i, theta_i, theta_j, F_max, F_min, F_j,z, Gs, phi, p_k, p_max, p_min)
% Inequality contraints
c = [sum(power_i - load_i) - F_max;
    theta_i - theta_j - (pi./3);
    theta_j - theta_i - (pi./3);
    p_min - power_i;
    power_i - p_max;
    (power_i - load_i) - F_max;
    (load_i - power_i) - F_min]; 
% Equality contraints
ceq = [(power_i - load_i) + (z.*theta_j) - (z.*theta_i) + (z.*phi);
        p_k - sum(power_i - load_i) + sum(F_j) - load_i - Gs];
end

Could anybody help point me in the right direction? Thanks!

Answer 1

[Walter Roberson]

fmincon calls the given function with one argument, the vector of values to be evaluated. You have

   function f = objfun(v, cost_r)

so your function expects two arguments.

You probably need

[power_i, load_i, theta_i, theta_j, fval, exitflag, output] = fmincon(@(v) objfun(v, cost_r), v0, A, b, Aeq, beq, [], [], @confuneq, options);