Error: using fmincon and integral: Failure in initial objective function evaluation. FMINCON cannot continue

I am using fmincon and integral function simultaneously but I am getting an error. This is the error I am getting.

Unrecognized function or variable 'rhog'.

Error in optimization9>@(p)q(p,d,rhog) (line 39)

[s,fval] = fmincon(@(d,rhog)integral(@(p)q(p,d,rhog),2*pi,20*pi),d0,A,b,Aeq,beq,lb,ub,nonlcon,options); %minimize

Error in integralCalc/iterateScalarValued (line 314)

fx = FUN(t);

Error in integralCalc/vadapt (line 132)

[q,errbnd] = iterateScalarValued(u,tinterval,pathlen);

Error in integralCalc (line 75)

[q,errbnd] = vadapt(@AtoBInvTransform,interval);

Error in integral (line 87)

Q = integralCalc(fun,a,b,opstruct);

Error in optimization9>@(d,rhog)integral(@(p)q(p,d,rhog),2*pi,20*pi) (line 39)

[s,fval] = fmincon(@(d,rhog)integral(@(p)q(p,d,rhog),2*pi,20*pi),d0,A,b,Aeq,beq,lb,ub,nonlcon,options); %minimize

Error in fmincon (line 568)

initVals.f = feval(funfcn{3},X,varargin{:});

Error in optimization9 (line 39)

[s,fval] = fmincon(@(d,rhog)integral(@(p)q(p,d,rhog),2*pi,20*pi),d0,A,b,Aeq,beq,lb,ub,nonlcon,options); %minimize

Caused by:

Failure in initial objective function evaluation. FMINCON cannot continue.

And this is my code. I am trying to optimize d and rhog. I am using matlabFunction to convert symbolic expression into function which has three variables p, d and rhog. I am numerically integrating wrt p then optimizing wrt d and rhog.

q = matlabFunction(answer,"Vars",[p,d,rhog]);
options = optimset('PlotFcns',@optimplotfval);
d0 = [0.5,30];
A = [];
b = [];
Aeq = [];
beq = [];
lb = [0,0];
ub = [1,2000];
nonlcon = [];
[s,fval] = fmincon(@(d,rhog)integral(@(p)q(p,d,rhog),2*pi,20*pi),d0,A,b,Aeq,beq,lb,ub,nonlcon,options);

[Manoj Manoj]

q is the function which I am trying to optimize.

Answer 1

[Star Strider]

The ‘rhog’ variable must be defined in your workspace prior to using it as a function argument in ‘q’.

EDIT — (14 Nov 2023 at 17:20)

Please understand that ‘q’ is invisible to us.

q = matlabFunction(answer,"Vars",[p,d,rhog]);

options = optimset('PlotFcns',@optimplotfval);

d0 = [0.5,30];

A = [];

b = [];

Aeq = [];

beq = [];

lb = [0,0];

ub = [1,2000];

nonlcon = [];

% b(1) = d, b(2) = rhog

[s,fval] = fmincon(@(b)integral(@(p)q(p,b(1),b(2)),2*pi,20*pi),d0,A,b,Aeq,beq,lb,ub,nonlcon,options);

To optimise two (or more) different variables, create them as members of one parameter vextor, then optimise that parameter vector.

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