Failure in initial objective function evaluation. FMINCON cannot continue

for i=1:3
  P_j(:,i) = fmincon(@(X)( X*(k_integ(:,:)*X.') ), P_j0(:,i), [], [], A, Beq(:,i) );
end

I have P_j0 as 52x3, A as 37x52, Beq as 37x3, k_integ as 52x52 (3 for x, y and z) When using fmincon for each i, I get

Error using * Inner matrix dimensions must agree.

Caused by: Failure in initial objective function evaluation. FMINCON cannot continue.

Answer 1

[Walter Roberson]

P_j0(:,i) is 52 x 1 and will become X in the anonymous function. You .' it into being 1 x 52. So you have (52 x 1) * (52 x 52) * (1 x 52) which is not valid matrix multiplication.

You can pass in P_j0(:,i).' to be passing in 1 x 52, which would get you (1 x 52) * (52 x 52) * (52 x 1) which would produce 1 x 1

[Lokesh Rakawat]

Thanks @walter

I don't know how I made such silly mistake of simple matrix multiplication.

Thanks a lot.