MATLAB Answers

Matlab's GlobalSearch function : error message at execution

3 views (last 30 days)
petit
petit on 11 Dec 2020
Commented: petit on 21 Jan 2021
I have a system of matricial equations where I want to find 2 matrices of 7x7 (so I am working with (1x98) vectors).
I have an issue when I want to use GlobalSearch Matlab function. Here my code :
Eq1 = (P1.')*(a.')*a*P1 + (P1.')*(a.')*b*P2 + (P2.')*(b.')*a*P1 + (P2.')*(b.')*b*P2 - eye(7);
Eq2 = F1*a*P1 + F1*b*P2 + F2*a*P1 + F2*b*P2 - (a*P1 + b*P2)*D;
Eqs = reshape([Eq1,Eq2],2*7*7,[]);
Fun = matlabFunction(Eqs);
F = @(x) Fun(...
x( 1 ), x( 2 ), x( 3 ), x( 4 ), x( 5 ), x( 6 ), x( 7 ),...
x( 8 ), x( 9 ), x( 10 ), x( 11 ), x( 12 ), x( 13 ), x( 14 ),...
x( 15 ), x( 16 ), x( 17 ), x( 18 ), x( 19 ), x( 20 ), x( 21 ),...
x( 22 ), x( 23 ), x( 24 ), x( 25 ), x( 26 ), x( 27 ), x( 28 ),...
x( 29 ), x( 30 ), x( 31 ), x( 32 ), x( 33 ), x( 34 ), x( 35 ),...
x( 36 ), x( 37 ), x( 38 ), x( 39 ), x( 40 ), x( 41 ), x( 42 ),...
x( 43 ), x( 44 ), x( 45 ), x( 46 ), x( 47 ), x( 48 ), x( 49 ),...
x( 50 ), x( 51 ), x( 52 ), x( 53 ), x( 54 ), x( 55 ), x( 56 ),...
x( 57 ), x( 58 ), x( 59 ), x( 60 ), x( 61 ), x( 62 ), x( 63 ),...
x( 64 ), x( 65 ), x( 66 ), x( 67 ), x( 68 ), x( 69 ), x( 70 ),...
x( 71 ), x( 72 ), x( 73 ), x( 74 ), x( 75 ), x( 76 ), x( 77 ),...
x( 78 ), x( 79 ), x( 80 ), x( 81 ), x( 82 ), x( 83 ), x( 84 ),...
x( 85 ), x( 86 ), x( 87 ), x( 88 ), x( 89 ), x( 90 ), x( 91 ),...
x( 92 ), x( 93 ), x( 94 ), x( 95 ), x( 96 ), x( 97 ), x( 98 ));
x0 = ones(2*7*7,1);
gs = GlobalSearch;
options = optimoptions('fmincon','Algorithm', 'interior-point',...
'UseParallel',true, 'Display','off','MaxFunctionEvaluations',6000, 'TolCon', 1e-4, 'TolFun', 1e-4);
problem = createOptimProblem('fmincon', ...
'objective',F, ...
'x0',x0, ...
'lb',[-1*ones(98)], ...
'ub',[1*ones(98)], ...
'options',options)
[x,fval] = run(gs,problem)
But I get unfortunately the following error at execution :
problem =
struct with fields:
objective: [function_handle]
x0: [98x1 double]
Aineq: []
bineq: []
Aeq: []
beq: []
lb: [98x98 double]
ub: [98x98 double]
nonlcon: []
solver: 'fmincon'
options: [1x1 optim.options.Fmincon]
Warning: Length of lower bounds is > length(x); ignoring extra bounds.
> In checkbounds (line 27)
In checkglobalsearchnlpinputs (line 36)
In globalsearchnlp
In GlobalSearch/run (line 340)
In compute_solving_Matricial_Global (line 96)
Warning: Length of upper bounds is > length(x); ignoring extra bounds.
> In checkbounds (line 41)
In checkglobalsearchnlpinputs (line 36)
In globalsearchnlp
In GlobalSearch/run (line 340)
In compute_solving_Matricial_Global (line 96)
Error using fmincon (line 635)
Supplied objective function must return a scalar value.
Error in globalsearchnlp
Error in GlobalSearch/run (line 340)
globalsearchnlp(FUN,X0,A,B,Aeq,Beq,LB,UB,NONLCON,options,localOptions);
Error in compute_solving_Matricial_Global (line 96)
[x,fval] = run(gs,problem)
Caused by:
Failure in initial call to fmincon with user-supplied problem structure.
If there are persons who were faced to the same problem, how could I fix this error message ?
I think that I did a correct using of GlobalSearch but maybe this issue comes from incorrect lower or upper bounds, or even with the size of vectors I use.
Any help would be welcome.

Accepted Answer

Walter Roberson
Walter Roberson on 12 Dec 2020
Eqs = reshape([Eq1,Eq2],2*7*7,[]);
That tells us that Eqs is (2*7*7) by something
Fun = matlabFunction(Eqs);
matlabFunction of an array is going to evaluate to an array the same size. Therefore Fun() with an appropriate argument is not going to return a scalar.
problem = createOptimProblem('fmincon', ...
'objective',F, ...
'x0',x0, ...
'lb',[-1*ones(98)], ...
'ub',[1*ones(98)], ...
'options',options)
[x,fval] = run(gs,problem)
When you use fmincon, your function must return a scalar.
The scalar your Fun must return must be some measure of how "good" the input is, with smaller value (less positive, more negative if appropriate) being "better".
F = @(x) Fun(...
x( 1 ), x( 2 ), x( 3 ), x( 4 ), x( 5 ), x( 6 ), x( 7 ),...
x( 8 ), x( 9 ), x( 10 ), x( 11 ), x( 12 ), x( 13 ), x( 14 ),...
x( 15 ), x( 16 ), x( 17 ), x( 18 ), x( 19 ), x( 20 ), x( 21 ),...
x( 22 ), x( 23 ), x( 24 ), x( 25 ), x( 26 ), x( 27 ), x( 28 ),...
x( 29 ), x( 30 ), x( 31 ), x( 32 ), x( 33 ), x( 34 ), x( 35 ),...
x( 36 ), x( 37 ), x( 38 ), x( 39 ), x( 40 ), x( 41 ), x( 42 ),...
x( 43 ), x( 44 ), x( 45 ), x( 46 ), x( 47 ), x( 48 ), x( 49 ),...
x( 50 ), x( 51 ), x( 52 ), x( 53 ), x( 54 ), x( 55 ), x( 56 ),...
x( 57 ), x( 58 ), x( 59 ), x( 60 ), x( 61 ), x( 62 ), x( 63 ),...
x( 64 ), x( 65 ), x( 66 ), x( 67 ), x( 68 ), x( 69 ), x( 70 ),...
x( 71 ), x( 72 ), x( 73 ), x( 74 ), x( 75 ), x( 76 ), x( 77 ),...
x( 78 ), x( 79 ), x( 80 ), x( 81 ), x( 82 ), x( 83 ), x( 84 ),...
x( 85 ), x( 86 ), x( 87 ), x( 88 ), x( 89 ), x( 90 ), x( 91 ),...
x( 92 ), x( 93 ), x( 94 ), x( 95 ), x( 96 ), x( 97 ), x( 98 ));
Oh, don't do that. Instead
Fun = matlabFunction(EXPRESSION, 'vars', {[row vector of 98 variables]})
  6 Comments
Walter Roberson
Walter Roberson on 12 Dec 2020
I was asleep, and I still need some more sleep.
You have not posted enough for me to be able to test your code. I need to know D1, D2, the F variables, the P variables, or at least all their sizes.
In the meantime,
Eqs_vars = {[a(:); b(:)].'});

Sign in to comment.

More Answers (1)

petit
petit on 13 Dec 2020
thanks, I provide all the code below. D1 and D2 are 7x7 diagonal matrices, F1, F1 and P1, P2 are 7x7 matrices. The system of equations is formulated with Eq1 and Eq2 ( 2 matricial equations actually : solution is a vector 1x98 elements).
I don't understand the suggestion in your last post :
Eqs_vars = {[a(:), b(:)].'};
Indeed, previously, you suggested me to do :
Eqs_vars = num2cell(symvar(Eqs));
F = matlabFunction(Eqs(:).', 'var', Eqs_vars);
Here the full code :
clear
clc
% Load
FISH_GCsp = load('Fisher_GCsp_flat');
FISH_XC = load('Fisher_XC_GCph_WL_flat');
% Marginalizing over uncommon parameters between the two matrices
COV_GCsp_first = inv(FISH_GCsp);
COV_XC_first = inv(FISH_XC);
COV_GCsp = COV_GCsp_first(1:7,1:7);
COV_XC = COV_XC_first(1:7,1:7);
% Invert to get Fisher matrix
FISH_sp = inv(COV_GCsp);
FISH_xc = inv(COV_XC);
% Get eigen values (marginalized error since we handle Covariance error)
% and eigen vectors giving matrix "P" with convention : F = P D P^-1
[eigenv_sp, eigen_sp] = eig(COV_GCsp);
[eigenv_xc, eigen_xc] = eig(COV_XC);
% Fisher eigen scalar vectors
FISH_eigen_sp = inv(eigen_sp);
FISH_eigen_xc = inv(eigen_xc);
% Eigen sum for Fisher matrices
FISH_eigen_sum = FISH_eigen_sp + FISH_eigen_xc;
% Eigen sum matrix for Fisher matrices
%FISH_eigenv_sum = FISH_eigenv_sp + FISH_eigenv_xc
% Fisher matrices
F1 = FISH_sp;
F2 = FISH_xc;
P1 = eigenv_sp;
P2 = eigenv_xc;
D1 = FISH_eigen_sp;
D2 = FISH_eigen_xc;
%% unknown variables
a = sym('a_',[7,7]);
b = sym('b_',[7,7]);
%% generate function from equations
D = (eye(7).*diag(a).^2)*D1 + (eye(7).*diag(b).^2)*D2;
Eq1 = (P1.')*(a.')*a*P1 + (P1.')*(a.')*b*P2 + (P2.')*(b.')*a*P1 + (P2.')*(b.')*b*P2 - eye(7);
Eq2 = F1*a*P1 + F1*b*P2 + F2*a*P1 + F2*b*P2 - (a*P1 + b*P2)*D;
Eqs = reshape([Eq1,Eq2],2*7*7,[]);
%Fun = matlabFunction(Eqs);
% Solution
Eqs_vars = num2cell(symvar(Eqs));
F = matlabFunction(Eqs(:), 'var', Eqs_vars);
options = optimoptions('fmincon','Algorithm', 'interior-point',...
'UseParallel',true, 'Display','off','MaxFunctionEvaluations',6000, 'TolCon', 1e-4, 'TolFun', 1e-4);
problem = createOptimProblem('fmincon', ...
'objective',F, ...
'x0',x0, ...
'lb',[-1e3*ones(1,98)], ...
'ub',[1e3*ones(1,98)], ...
'options',options);
gs = GlobalSearch;
[x, fval] = run(gs,problem);
%% output
a = zeros(7,7);
b = zeros(7,7);
for ii=1:7
a(ii,:) = x(1+7*(ii-1):7*ii);
b(ii,:) = x(50+7*(ii-1):49+7*ii);
end
disp('a*transpose(a) = ')
a*a'
disp('b*transpose(b) = ')
b*b'
dlmwrite('a_normal.txt',a,'delimiter',' ')
dlmwrite('b_normal.txt',b,'delimiter',' ')
% Sum of passing matrix P = aX + bY with X = eigenv_sp, Y = eigenv_xc
% a and b to infer
eigenv_final = a*eigenv_sp + b*eigenv_xc
% Fisher final
FISH_final = eigenv_final*FISH_eigen_sum*(eigenv_final.');
% Save Fisher_final
dlmwrite('Fisher_final.txt',FISH_final,'delimiter',' ')
Hoping you will understand, Regards
  32 Comments
petit
petit on 21 Jan 2021
Hi Walter, you can tell me directly that you haven't enough time to testing by execute my code, I will understand , I don't want to be boring and I won't be annoyed. Best regards.

Sign in to comment.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by