Error `Failure in user supplied objective function.FMINCON cannot continue.

Hi, I getting this error again and again I have tried multiple times but unable to remove this error.

I have created an objective function and non linear constraints in separate files and the rest of the program in another file.Also I have to optimze my objective function on hourly basis so have I have a for loop for that purpose as I am just a beginner so I´m not so sure about it.

KIndly if somebody can help me removing this error and point out my mistake????? Thankyou in advance

Here is my code.

%Objective function

for t=1:24
function [value]=myfun1(x)
c=[20.2 15.8 15.25 14 13.25 13 15.25 15.56 18 21.25 22.4 21.09 21.09 19.12 17.07 15.8 15.5 14.99 18 26.18 28.98 28.6 27.01 23];
p=[0 0 0 0 0 0 0 0.21515 1.18014 1.90857 2.38382 2.73509 2.75139 2.58261 2.55304 2.05157 1.26134 0.62513 0.03344 0 0 0 0 0];
value=x(1)*.c(t)-x(2)*.c(t)-p(t)*.c(t);
end
end

% non linearity constraints

function [c,ceq]=Untitled6(x)
c=[];
ceq=x(1)*x(2);
end

% Code for the rest of the problem

clearvars
for t=1:24
    fun{t}= @myfun1;
end
A=[ -1 1;
    1 -1;
   -sqrt(0.9) 0;
    0 -1/sqrt(0.9);
    1 0;
    0 1];
b=[5;0;-0.2*1.4;0.95*1.4;1;1];
nonlcon=@Untitled6;  
Aeq=[];
beq=[];
lb=[0, 0];
ub=[1, 1];
x0=[0 0];

for t=1:24
x(t)=fmincon(@(t) fun{t},x0,A,b,Aeq,beq,lb,ub,nonlcon);
end
x

[Steven Lord]

What's the full and exact text of the mesages (everything displayed in red and/or orange) you receive when you run this code?

[Rabia Zulfiqar]

I have attached the image of error which I am getting.

[Steven Lord]

That doesn't look like the full text of the error message. There's probably some text before the "Error in CASE1FM" line that may be useful in determining what's causing the error.

[Ameer Hamza]

Rabia, can you form the mathematical form of the equation? This does not seem like a valid definition of the objective function

for t=1:24
function [value]=myfun1(x)
c=[20.2 15.8 15.25 14 13.25 13 15.25 15.56 18 21.25 22.4 21.09 21.09 19.12 17.07 15.8 15.5 14.99 18 26.18 28.98 28.6 27.01 23];
p=[0 0 0 0 0 0 0 0.21515 1.18014 1.90857 2.38382 2.73509 2.75139 2.58261 2.55304 2.05157 1.26134 0.62513 0.03344 0 0 0 0 0];
value=x(1)*.c(t)-x(2)*.c(t)-p(t)*.c(t);
end
end

[Rabia Zulfiqar]

Ameer Hmaza in my objective function x(1) and x(2) are unknown and p(t) and c(t) are constants. Can you please clarify if this is not the right way to define it then ow can I define my objective function???

[Ameer Hamza]

Rabia's comment posted as answer moved here:

Hey Steven this is the full text. The matlab is just mentioning this text which I have already shared above.

Answer 1

[Ameer Hamza]

Here is my guess what you are trying to do in this code. In MATLAB, the piecewise-multiplication is defined as (.*). Also, the equality constraint does not make much sense. For more specific suggestion, please share your optimization problem in mathematical form

clearvars

A=[ -1 1;
    1 -1;
   -sqrt(0.9) 0;
    0 -1/sqrt(0.9);
    1 0;
    0 1];
b=[5;0;-0.2*1.4;0.95*1.4;1;1];
nonlcon=@Untitled6;  
Aeq=[];
beq=[];
lb=[0, 0];
ub=[1, 1];
x0=[0 0];

for t=1:24
    x(t,:) = fmincon(@(x) myfun1(x,t),x0,A,b,Aeq,beq,lb,ub,nonlcon);
end

function [value] = myfun1(x,t)
    c=[20.2 15.8 15.25 14 13.25 13 15.25 15.56 18 21.25 22.4 21.09 21.09 19.12 17.07 15.8 15.5 14.99 18 26.18 28.98 28.6 27.01 23];
    p=[0 0 0 0 0 0 0 0.21515 1.18014 1.90857 2.38382 2.73509 2.75139 2.58261 2.55304 2.05157 1.26134 0.62513 0.03344 0 0 0 0 0];
    value=x(1).*c(t)-x(2).*c(t)-p(t).*c(t);
end

function [c,ceq] = Untitled6(x)
    c=[];
    ceq=x(1)*x(2);
end