Using fmincon in Matlab with script function - matlab

Question

I am solving the following fmincon problem in Matlab
clear
rng default
XZW_temp=[0.5450 0.8175 -0.5451 0.2724];
X1_temp=[0 0.0852 0 -0.0852];
X2_temp=[2.0132 1.0066 -2.0132 -1.0066];
options = optimset('linprog');
options.Display = 'off';
fun=#(x)inner_max(x,XZW_temp, X1_temp, X2_temp, options);
ub=Inf*ones(4,1);
lb=zeros(4,1);
x0=ones(4,1);
[~, f]=fmincon(fun,x0,[],[],[],[],lb,ub);
where inner_max is the following
function i_m=inner_max(x,XZW_temp, X1_temp, X2_temp, options)
f=-[x'*XZW_temp.'; x'*X1_temp.'; x'*X2_temp.'];
Aeq=[1 0 0];
beq=1;
lb=-Inf*ones(3,1);
ub=Inf*ones(3,1);
[~,fval] = linprog(f,[],[],Aeq,beq,lb,ub,options);
i_m=-fval;
end
I get the following error
In an assignment A(:) = B, the number of elements in A and B must be the same.
Error in finitedifferences
Error in computeFinDiffGradAndJac
Error in barrier
Error in fmincon (line 798)
[X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] = barrier(funfcn,X,A,B,Aeq,Beq,l,u,confcn,options.HessFcn, ...
I do not understand what I'm doing wrong. Could you help?

Answer 1

I think you can write your anonymous function in fmincon like below, such that arguments XZW_temp, X1_temp,and X2_temp can be pass to fmincon from global environment, i.e.,
[~, f]=fmincon(#(x) inner_max(x,XZW_temp, X1_temp, X2_temp),x0,[],[],[],[],lb,ub);
such that
>> f
f = 1.0898
N.B.: I removed option from inner_max, so the function looks like
function i_m=inner_max(x,XZW_temp, X1_temp, X2_temp)
f=-[x'*XZW_temp.'; x'*X1_temp.'; x'*X2_temp.'];
Aeq=[1 0 0];
beq=1;
lb=-Inf*ones(3,1);
ub=Inf*ones(3,1);
[~,fval] = linprog(f,[],[],Aeq,beq,lb,ub);
i_m=-fval;
end