FMINCON requires all values returned by user functions to be of data type double.

Hi All,

I am trying to use fmincon for a function of symbolic variables like the follwoing:

The objfun.m file is :

function f = objfun(x)

HEURES = 3; % hours

N = 4; % Consumers

C = ones(HEURES,N);

Q=  sym(sym('x%d%d',size(C)),'real');

Z =  0.1 * (sum(sym(C).*Q,2) .* sum(sym(C).*Q,2)) + sum(sym(C).*Q,2) ;

f = sum(Z);

When I run the script below I get the error message:

Error using fmincon (line 783)
FMINCON requires all values returned by user functions to be of data type double.

-- Script --

clear all;
x0 = [2,2,2,2, 2,2,2,2, 2,2,2,2,];    % Starting guess

maxS = 20; % maxSupply

maxD = 16; % maxDemand

a = 0.1;

Beq = [10; 8; 5; 25]; 

Bineq = [6; 5; 3; 12;   14; 3; 5; 8;   9; 14; 13; 17];

Aeq = [1 0 0 0 1 0 0 0 1 0 0 0; 

         0 1 0 0 0 1 0 0 0 1 0 0;

         0 0 1 0 0 0 1 0 0 0 1 0;

         0 0 0 1 0 0 0 1 0 0 0 1];

Aineq = [1 0 0 0  0 0 0 0  0 0 0 0; 

           0 1 0 0  0 0 0 0  0 0 0 0;

           0 0 1 0  0 0 0 0  0 0 0 0;

           0 0 0 1  0 0 0 0  0 0 0 0;

           0 0 0 0  1 0 0 0  0 0 0 0;

           0 0 0 0  0 1 0 0  0 0 0 0;

           0 0 0 0  0 0 1 0  0 0 0 0;
           0 0 0 0  0 0 0 1  0 0 0 0;
           0 0 0 0  0 0 0 0  1 0 0 0;
           0 0 0 0  0 0 0 0  0 1 0 0;
           0 0 0 0  0 0 0 0  0 0 1 0;
           0 0 0 0  0 0 0 0  0 0 0 1] ;     

ub = ones(3*4,1)*20;

lb =  ones(3*4,1)*1;

options = optimset('Display','iter','Algorithm','interior-point');

[x,fval,exitflag,output] = fmincon(@(x) @objfun,x0,Aineq, Bineq, Aeq, Beq, lb, ub, [] ,options);

Thank you,

Answer 1

[John D'Errico]

So read the error message. you are returning a symbolic result from the objective function. fmincon does not solve symbolic problems.

Answer 2

[Mohammed]

Thank you for the hint.

I understand that fmincon does not solve symbolic problems. My described problem is a minimization problem in which I want to use generated symbolic variables because I don't know how many input variables I will have in advance. So the M and N parameters will define the number of needed variables.

I think that I missed to add the code to transform the symbolic variables into double variables.

[Alexi]

Hi, did you solve the problem? I have the same problem here. Does fmincon work for symbolic problems or not? Thanks.

Answer 3

[Walter Roberson]

Your line

[x,fval,exitflag,output] = fmincon(@(x) @objfun,x0,Aineq, Bineq, Aeq, Beq, lb, ub, [] ,options);

says that your objective function is @(x) @objfun which is an anonymous function that takes a parameter and returns the handle to objfun instead of executing objfun . You need

    [x,fval,exitflag,output] = fmincon(@objfun,x0,Aineq, Bineq, Aeq, Beq, lb, ub, [] ,options);