Maximum number of function evaluations exceeded; increase OPTIONS.MaxFunEvals.

[ajit]

I am minimizing a OF with
Sum(x1+x2...x19) +Sum(a1*log(a1)+.....a25*log(a25))

s.t.
few linear constraints.

after running fmincon(f,x0,[],[],Aeq,beq,lb)
where lb & x0= zeros(44,1)
am getting a output
Maximum number of function evaluations exceeded;
increase OPTIONS.MaxFunEvals.
with all x and a values as 0.
fval = NaN
exitflag = 0
output =
iterations: 99
funcCount: 4401
lssteplength: 2
stepsize: NaN
algorithm: 'medium-scale: SQP, Quasi-Newton, line-search'
firstorderopt: Inf
message: [1x79 char]

What is the problem? Why im gettn 0 values

[Alan Weiss]

I believe your problem is that you are taking log(0) since x0 = 0. This
gives a non-double result, and fmincon cannot continue.

I suggest you use the interior-point algorithm for fmincon and start
your minimization at x0 = ones(44,1).

Alan Weiss
MATLAB mathematical toolbox documentation

[ajit]

"ajit " <ajit...@yahoo.com> wrote in message <hcd7cs$pel$1...@fred.mathworks.com>...

I got the results after changing v0 = ones(44,1)
Can anyone explain me, I am running the same exact problem in Matlab and Lingo,
Both of the results are not matching at all.