Problem with solving equation with 'FSOLVE'

Hello,

I am solving a system of equations with FSOLVE. I generated starting points with

x0 = rand(2,1);

However, for some x0s, there's an error message saying

Error using trustnleqn (line 28)

Objective function is returning undefined values at initial point. FSOLVE cannot continue.

It seems that for some starting points, the fsolve cannot find solutions.

However, I want FSOLVE to immediately retry with a new random starting point rather than stopping and showing an error message. How can I do that?

Answer 1

[dpb]

Don't blame fsolve; the issue is you're providing solution points as initial guesses that aren't feasible for the system equations. Better solution would be to ensure the points are feasible before calling fsolve.

But, you can just try the brute-force route of putting the guess and solution calls inside a try...catch block and just keep trying...it might just work out ok.

[ByungChul Min]

Thank you very much. try-catch did the job.

[Hongchu Yu]

Hi, Could you share me with the ecoding with try-catch to find feasible initial solution? Thanks a lot.

Answer 2

[Jakub Rysanek]

To me it appears that the initial conditions to your optimization problem must lie within a specific, perhaps bounded, region. For example, you cannot ask what is the zero point of

log(x)

and start with the initial guess at x=-1, because log(.) function is defined in the positive domain only.

fsolve(), just like many other optimization routines must always start within the feasible region.