Using an Objective function in fmincon Optimization solver

[GreatnessParticipant]

I’m trying to use the ‘fmincon’ optimization solver to maximize a particular objective function given below:

function ei=Calc_EI(k1k2,dmodel,Cbin_,F_)
.
.
.
ei = EI_SSE(mu, sigma, y, sse_min);

k1k2,dmodel,Cbin_ and F_ are variables provided into the objective function. Hence, the subsequent calculation of ei (as seen above).

This objective function is then provided into the fmincon optimization solver:
myEI=@(k1k2)(Calc_EI(k1k2,dmodel,Cbin_,F_));
[xkEI,fvalEI,exitflagEI,outputEI,lambdaEI] = fmincon(myEI,x0,[],[],[],[],lb,ub,[],options);

In the course of trying to run the solver, there was an error message:

“Undefined function or variable ‘dmodel’.

Error in @(k1k2)((Calc_EI(k1k2,dmodel,Cbin_,F_)))

Error in fmincon (line 635)
initVals.f = feval(funfcn{3},X,varargin{:});

Error in test_calibration (line 45)
[xkEI,fvalEI,exitflagEI,outputEI,lambdaEI] = fmincon(myEI,x0,[],[],[],[],lb,ub,[],options);

Caused by:
Failure in initial user-supplied objective function evaluation. FMINCON cannot continue.”

IT SEEMS THE fmincon solver IS NOT SEEING THE VARIABLE, ‘dmodel’ and probably the same will apply to Cbin_ and F_. PLEASE HOW CAN I MAKE THE fmincon Solver TO SEE THESE VARIABLES FOR THE CALCULATION? THESE VARIABLES HAVE ALREADY BEEN PROVIDED IN THE OBJECTIVE FUNCTION CALCULATION.

I LOOK FORWARD TO YOUR REPLY. THANK YOU.

[cKKeymaster]

Why use a function handle when you have already created a separate file for the function. You might just do fmincon('Calc_El',……
In case you need to use function handle, the pair of parentheses must define all inputs. The error is a result of missing 3 other inputs dmodel, cbin & F.
handleFunc = @(x,y,z)(Func(x,y,z));

[GreatnessParticipant]

Many Thanks for your suggestion. It was very helpful.

[Author]

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