Failure in initial user-supplied nonlinear constraint function evaluation. FMINCON cannot continue.

Hi,

I have been having trouble with this problem for quite some time. I want to minimize a function depending on a two matrices of variables (S and V as initial values). The code I use is:

global Foodprice Nutrients S V ZSum WSum SOnes VOnes X0 x

Foodprice=xlsread('MaxEntropySansCarbs.xlsx','Sheet1','C2:C22');
Nutrients=xlsread('MaxEntropySansCarbs.xlsx','Sheet1','D2:U22');
S=xlsread('MaxEntropySansCarbs.xlsx','Z','Q2:Z19');
V=xlsread('MaxEntropySansCarbs.xlsx','W','R2:AA22');
ZSum=xlsread('MaxEntropySansCarbs.xlsx','Z','O2:O19');
WSum=xlsread('MaxEntropySansCarbs.xlsx','W','P2:P22');
SOnes=ones(18,1);
VOnes=ones(21,1);
X0=vertcat(S,V);

for j=1:18,1:10;
for k=19:39,1:10;
objfun{j}{k}=@(x)sum(sum(x(j)))*log(x(j))'+sum(sum(x(k)))*log(x(k))';

ceq1=@(x)Foodprice-(sum(Nutrients')'*sum(ZSum)*sum(sum(x(j))))-WSum*sum(x(k));
ceq2=@(x)sum(x(j))'-SOnes';
ceq3=@(x)sum(x(k))'-VOnes';
ceq=@(x)[ceq1;ceq2;ceq3];

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

fmincon('objfun',X0,[],[],[],[],[],[],'ceq');
end 
end

I get these warnings and errors:

 Warning: The default trust-region-reflective algorithm does not solve problems with the
constraints you have specified. FMINCON will use the active-set algorithm instead. For
information on applicable algorithms, see Choosing the Algorithm in the documentation. 
> In fmincon at 486 
Error using feval
Undefined function 'ceq' for input arguments of type 'double'.

Error in fmincon (line 681)
        [ctmp,ceqtmp] = feval(confcn{3},X,varargin{:});

Caused by:
    Failure in initial user-supplied nonlinear constraint function evaluation. FMINCON
    cannot continue.

I'm not sure if I'm coding the choice variables from the matrix wrong or what. Any help would be extremely appreciated.

Answer 1

[Alan Weiss]

You have a few problems. A nonlinear constraint function must return both the inequality constraints and the equality constraints. See the documentation. Write a function file, say cfunction.m, that outputs both c and ceq.

Also, you do not pass your options, even though you created them. You have to pass options as the last argument:

 [x,fval] = fmincon('objfun',X0,[],[],[],[],[],[],@cfunction,options);

I am not 100% sure I understand your loop, why do you give a different objfun at every step in the loop? There might be an error there, too.

Good luck,

Alan Weiss

MATLAB mathematical toolbox documentation

Answer 2

[Walter Roberson]

Change

fmincon('objfun',X0,[],[],[],[],[],[],'ceq');

to

 fmincon('objfun',X0,[],[],[],[],[],[],ceq);

You can only pass a function by name if the function has its own .m file on the MATLAB path.

Answer 3

[Nazam Ali]

Hello, I am trying to optimize operator_profit with x as a variable in the following code. I am new to coding and trying to solve for quite a sometime, but I am getting following error:

Error in
Main_code3>@(x)confun(x,demand,theta,passenger_flow,alpha,car_probability,beta,a0,distance_travelled,bus_fare,bus_fuel_cost,car_travelling_cost_const)

Error in fmincon (line 633)
        [ctmp,ceqtmp] = feval(confcn{3},X,varargin{:});

Error in Main_code3 (line 50)
[x,fval,exitflag] = fmincon(operator_profit,x0,A,b,Aeq,beq,lb,ub,confunxval);

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

While, my main code is:

clear
clc

% -----------------------------------------------------------------------%
% Parameters Setting
theta = 0.1;
demand = 5000;
alpha = 500;
beta = 400;
bus_fare = 100;
bus_fuel_cost = 200; 
car_travelling_cost_const = 1000;
distance_travelled = 10;
a0 = 4000;
x = [];

% Calculation of Mathematical Expressions
% -----------------------------------------------------------------------%
bus_probability = exp(-theta * ((1./x) * alpha + beta + bus_fare))...
    /(exp(-theta * ((1./x) * alpha + beta + bus_fare)) + exp(-theta * car_travelling_cost_const));
car_probability = exp(-theta * car_travelling_cost_const)./(exp(-theta * car_travelling_cost_const)... 
    + exp(-theta * ((1./x) * alpha + beta + bus_fare)));
passenger_flow = demand * bus_probability;
bus_operation_cost = a0 + distance_travelled * bus_fuel_cost;

% Objective Function to Maximize the Bus Operator Profit
% -----------------------------------------------------------------------%
operator_profit = @(x)...
    (demand .*...
    (exp(-theta * ((1./x) * alpha + beta + bus_fare))...
    /(exp(-theta * ((1./x) * alpha + beta + bus_fare)) + exp(-theta * car_travelling_cost_const)))...
    * (distance_travelled * bus_fare)...
    - ((a0 + distance_travelled * bus_fuel_cost) *x));

real(operator_profit(20))

A = [];
b = [];

Aeq = [];
beq = [];

lb = 1;
ub = 200;

x0 = 4;

confunxval = @(x) confun(x,demand,theta,passenger_flow,alpha,car_probability,beta,a0,distance_travelled, bus_fare,bus_fuel_cost, car_travelling_cost_const);

[x,fval,exitflag] = fmincon(operator_profit,x0,A,b,Aeq,beq,lb,ub,confunxval);

Kind help will be much appreciated. Thank you!

[Alan Weiss]

I suggest that you start a new question instead oof asking a new question inside an old answer.

Alan Weiss

MATLAB mathematical toolbox documentation

[Walter Roberson]

The problem is in confun but you do not show us the code for that.