Error using barrier. Nonlinear constraint function is undefined at initial point. Fmincon cannot continue.

My problem is a minimization problem, witht he following code:

x0 = [Pch; Pdis; zeros(N,1); zeros(N,1); 2*Eessmin];
SOC0 = 0; 
C = [r ls Cinv Effch Effdis Ncyc Cmaint expPrice];

lb = [zeros(N,1); zeros(N,1); zeros(N,1); zeros(N,1); Eessmin];     % lower bounds of 0 and Essmin
ub = [Pch; Pdis; Pch; Pdis; Inf];
ot = ones(N,1);
beq = Prem ;
Aeq = spdiags([ot -ot ot -ot],[0 N 2*N 3*N],N,4*N+1);

X = sym('x',[4*N+1,1]);             
G = sym('G', [N,1]);                
s0 = sym('s0');                     
c = sym({'c1','c2','c3','c4','c5','c6','c7','c8'}.','real');

where I create a file for my non-linear constraints:

PBch = X(1:N)/X(2*N+1);
PBdis = X(N+1:2*N)/X(2*N+1);

nlc1 = s0 + cumsum(PBch*c(4)) - cumsum(PBdis*c(5)) - 1;
nlc2 = -s0 - cumsum(PBch*c(4)) + cumsum(PBdis*c(5));

nlc = [nlc1; nlc2];
nlceq = [];

nlc = subs(nlc, [c;s0], [C';SOC0]);
matlabFunction(nlc,nlceq,'vars',{X},'file','NLConsRev1');

and my objective function, Ctot, to be minimized:

matlabFunction(Ctot,'vars',{X},'file','objFcnRev1');

When using fmincon solver:

options = optimset('MaxFunEvals',Inf,'MaxIter',5000,'Algorithm','interior-point','Display','iter');

[x1, fval1,] = fmincon(@objFcnRev1,x0,Aeq,beq,[],[],lb,ub,@NLConsRev1,options);

I receive the following error:

Error using barrier
Nonlinear constraint function is undefined at initial point. Fmincon cannot continue.

Error in fmincon (line 797)
    [X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] = barrier(funfcn,X,A,B,Aeq,Beq,l,u,confcn,options.HessFcn, ...

Error in OptRev1 (line 178)
[x1, fval1,] = fmincon(@objFcnRev1,x0,Aeq,beq,[],[],lb,ub,@NLConsRev1,options);

Any help would be greatly appreciated, thanks!

[Walter Roberson]

After you matlabFunction you should issue a "clear" on the name of the function so that MATLAB does not accidentally use a previous version of it.

Answer 1

[Alan Weiss]

You didn't give many of the parameters used in your code, such as N, so we cannot reproduce your problem.

However, it is clear that fmincon is complaining about your nonlinear constraint function. Try running

[c,ceq] = NLConsRev1(x0)

and see what transpires. Fix that, and maybe other things will work, too.

By the way, your fmincon call begins

fmincon(@objFcnRev1,x0,Aeq,beq,[],[],...

Did you mean to put Aeq and beq in the third and fourth arguments? Usually they are fifth and sixth.

Good luck,

Alan Weiss

MATLAB mathematical toolbox documentation

[Sean Blake]

Thanks Alan for your response. I had a "/0" in my code which was resulting in c = NaN.

Thanks for your help!

Answer 2

[kamilya MIMOUNI]

Error using sqpInterface

Objective function is undefined at initial point. Fmincon cannot continue.

Error in fmincon (line 823)

[X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] = sqpInterface(funfcn,X,full(A),full(B),full(Aeq),full(Beq), ...

Error in Test3 (line 89)

Control_optimal = fmincon(problem)

i have this problem in matlab

Answer 3

[kamilya MIMOUNI]

what do I do