Failure in initial objective function evaluation. FMINCON cannot continue

I have issues with the fmincon function. I am trying to minimize the average absolute difference between a function and a set of values by changing five parameters of the function. The constraints are that the parameters have a lower and upper bound and a nonlinear constraint that I specified in a myconstraint function. I keep getting an error message that the initial objective function could not be evaluated. My code is shown below. Can someone please help me

AbsError = @(x1,x2,x3,x4,x5) mean(sum(abs(cp(x1,x2,x3,x4,x5)- Prices)));
par0 =[0.1, 0.1, 0.1, 0.1, 0.1];

lb = [0, 0, 0, 0, -1];
ub = [10, 10, 10, 10, 1];
nonlcon = @myconstraint;

X1 = fmincon(AbsError,par0,[],[],[],[],lb,ub,nonlcon)

Answer 1

[Matt J]

Rewrite your function to have a single vector input argument

 AbsError = @(p) mean(sum(abs(cp(p(1),p(2),p(3),p(4),p(5))- Prices)));

Also, test AbsError and make sure it returns a value successfully before feeding it to fmincon.

Finally, beware non-smooth functions like abs() which introduce non-differentiability. Maybe use a quadratic error function instead,

 mean(sum((cp- Prices).^2))