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
:::: UPDATE
after my discussion with Torsten : here
I reads my data carefully and found the problem with my dataHi, 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
after my discussion with Torsten : here
I reads my data carefully and found the problem with my data 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
after my discussion with Torsten : here
I reads my data carefully and found the problem with my data fmincon MATLAB Answers — New Questions