Optimization problem using fminunc

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Hancheng Zhu
Hancheng Zhu on 28 Nov 2023
Edited: Dyuman Joshi on 28 Nov 2023
I have an optimization problem
where x is a N-dimensional vector need to be optimized and a1,...,a5 are parameters. I have written the objective function as a m.file
f = fun(x,a1,a2,a3,a4,a5).
When I use fminunc(fun,x0,[],a1,a2,a3,a4,a5) to solve this function with initial x=x0, it goes wrong and says "the objective function is undefined at the initial point". I don't know how to solve it.
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Dyuman Joshi
Dyuman Joshi on 28 Nov 2023
Edited: Dyuman Joshi on 28 Nov 2023
I assume a1, a2, a3, a4 and a5 are numerical parameters. Pass the parameters like this -
f = @(x) fun(x, a1, a2, a3, a4, a5);
sol = fminunc(fun,x0);
In addition to John's answer, I would mention to check if fun() is defined for x=x0.
In case you are using conditions to define the function, there's a chance that fun might not have been defined at all for x=x0.

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Answers (1)

John D'Errico
John D'Errico on 28 Nov 2023
Apparently, your objective function is not well defined at the initial point. I know, this is a wild guess, but that is exactly what fminunc told you. So what is the problem?
Use a different starting point for the optimization!
It is likely you chose some point where the function returns an inf or NaN. Start it somewhere else. WTP?

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