Failure in initial objective function evaluation. FMINCON cannot continue

Hi!

Im trying to solve a optimization problem with non linear constraints using fmincon.

This is my function that I want to minimize:

F1 = @(x)L1'.*(x);

L1 is a previously defined vector.

This is how I use fmincon:

options = optimset('GradObj','off','GradConstr','off','Display','iter','Diagnostics','on');

A = [];   
B = [];    
Aeq = [];  
Beq = []; 
LB = [];  
UB = [];   

x = fmincon(@(x) F1(x,L1),X0,A,B,Aeq,Beq,LB,UB,@(x) mynonlcon(x,a,b,epsilon),options)

Where mynonlcon is a function file containing my non linear constraints c and ceq.

I get the error:

Error in fmincon (line 546)
      initVals.f = feval(funfcn{3},X,varargin{:});

Error in HA3_test_2 (line 102)
x = fmincon(@(x) F1(x,L1),X0,A,B,Aeq,Beq,LB,UB,@(x) mynonlcon(x,a,b,epsilon),options)

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

So my question is, what am I doing wrong? I cant seem to get past this problem.

I've never used fmincon before so I basically have no idea what I need to do to figure this out.

Answer 1

[Matt J]

Test F1 on X0 before you give it to fmincon.

[Ni Ho]

I've tried it and it seems to be fine, it returns a vector like I want it to.

[Matt J]

fmincon expects the objective function to return a scalar. Is this supposed to be a least squares minimization? If so, then you must sum the squares yourself explicitly.