After I successfully run the fmincon Optimization tool on my objective function, I generate code. When I try to run the computer generated code it does not run. Gives error message.

My objective Function is V=Pvariance(A,B,C,W)

After I successfully run the fmincon Optimization tool on my objective function, I generate code. When I try to run the computer generated code it does not run. Gives error message.

The computer generated code is:

function [x,fval,exitflag,output,lambda,grad,hessian] = minPvariance3(x0,Aeq,beq,lb)
%%This is an auto generated MATLAB file from Optimization Tool.

%%Start with the default options
options = optimoptions('fmincon');
%%Modify options setting
options = optimoptions(options,'Display', 'off');
options = optimoptions(options,'Algorithm', 'active-set');
[x,fval,exitflag,output,lambda,grad,hessian] = ...
fmincon(@(W)Pvariance(A,B,C,W),x0,[],[],Aeq,beq,lb,[],[],options);

Notice that the variables A,B,C are missing from the first line.

When I run this code I get the following error message even though the Variables A,B,C are in the workspace.

Undefined function or variable 'A'.

Error in minPvariance3/@(W)Pvariance(A,B,C,W)

Error in fmincon (line 635)
      initVals.f = feval(funfcn{3},X,varargin{:});

Error in minPvariance3 (line 9)
[x,fval,exitflag,output,lambda,grad,hessian] = ...

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

Please help me solve this problem. Thanks

[Matt J]

It sounds like you already know what the problem is. You said yourself that A,B,C are missing. Isn't the obvious solution to supply them?

[Andrew]

Yes, Matt. I did try to insert them in the "run" command. I get the error message: too many input arguments.

I have run these generated code in my previous teachers computer. They run fine. The reason I was able to spot the missing A,B,C is that in his generated codes the A,B,Cs were there. Here is a code that runs:

function [x,fval,exitflag,output,lambda,grad,hessian] = minPvariance(A,B,C,x0,Aeq,beq,lb) %% This is an auto generated MATLAB file from Optimization Tool.

%% Start with the default options options = optimset; %% Modify options setting options = optimset(options,'Display', 'off'); options = optimset(options,'Algorithm', 'active-set'); [x,fval,exitflag,output,lambda,grad,hessian] = ... fmincon(@(W)Pvariance(A,B,C,W),x0,[],[],Aeq,beq,lb,[],[],options);

I think I need the right settings that generate the right code. Thanks.

Andy