what cause fmincon stop prematurely
1 vue (au cours des 30 derniers jours)
Afficher commentaires plus anciens
I have a constrained minimization problem with objective function (in simplified form)
z=b1+p1*log(p1/(p1+p2+p3))+b2+p2*log(p2/(p1+p2+p3))+b3+p3*log(p3/(p1+p2+p3))
where
b1=a1*2,%(a1 is a constant input)
b2=a2*3,%(a2 is a constant input)
b3=a3*4,%(a3 is a constant input)
and constraints
2*p1+3*p2=A1,%(A1 is a constant input)
3*p2+5*p3=A2,%(A2 is a constant input)
p1>=0,
p2>=0,
p3>=0,
so, I wrote on my script
a1=input('a1=');
a2=input('a2=');
a3=input('a3=');
A1=input('A1=');
A2=input('A2=');
A=[-1,0,0;0,-1,0,0;0,0,-1];B=[0;0;0];Aeq=[2,3,0;0,3,5];Beq=[A1;A2];
optimal_p1p2p3=fmincon(@fozw,[0.1;0.1;0.1],A,B,Aeq,Beq);
function z=fozw(w);
p1=w(1);p2=w(2);p3=w(3);
z=b1+p1*log(p1/(p1+p2+p3))+b2+p2*log(p2/(p1+p2+p3))+b3+p3*log(p3/(p1+p2+p3));
end
end
Then, when I run the script. It appeared on command window
solver has stop prematurely
fmincon stop because it exceeded function evaluation limit
optimal_p1p2p3=
NaN
NaN
NaN
What is the possible error?.
1 commentaire
Walter Roberson
le 16 Mai 2013
Please read the guide to tags and retag this question; see http://www.mathworks.co.uk/matlabcentral/answers/43073-a-guide-to-tags
Réponse acceptée
Alan Weiss
le 17 Mai 2013
Your function has logarithms and division. It seems to me quite likely that fmincon steps into a region where the function is undefined, and cannot proceed.
I suggest that you do two things:
- Ensure that your initial point x0 evaluates to a finite value.
- Use the interior-point algorithm, which is robust to occasional evaluation failures.
Good luck,
Alan Weiss
MATLAB mathematical toolbox documentation
0 commentaires
Plus de réponses (0)
Voir également
Catégories
En savoir plus sur Solver Outputs and Iterative Display dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!