Including gradients and hessians for fmincon

[Ali_E]

Hello professor! I wanted to include gradient of functions for FMINCON, but after running I got:

"Gradient of nonlinear inequality constraints must have size 4-by-12."

here is my main code and objective functions:

clc;
clear;
close all;
%% Problem Definition
nVar=4;
VarSize=[1 nVar];
VarMin=10^(-3);
VarMax=10^2;
%% Weighted-Sum Approach
FWS=@(x) MyCost(x);
x0=unifrnd(VarMin,VarMax,VarSize);
x0=x0';
A=[];
b=[];
LB=[10^(-3);10^(-3);10^(-3);10^(-3)];
UB=[10^2;10^2;10^2;10^2];
nonlcon = @NLC2;
options=optimoptions('fmincon','Display','iter','Algorithm','interior-point','SpecifyConstraintGradient',true,'TolFun',10^(-12),'TolCon',10^(-10),'MaxFunEvals',4*10^3);
[x,fval,exitflag,output,lambda,grad,hessian]=fmincon(FWS,x0,A,b,[],[],LB,UB,nonlcon,options);

function z = Obj1(x)
yref = 0;
p1 = -6.2039e-06;
p2 = 0.012729;
p3 = -0.040506;
p4 = -0.035217;
p5 = 0.28562;
p6 = -0.3329;
p7 = -0.19587;
p8 = 0.75971;
p9 = -0.54118;
p10 = -0.021845;
p11 = 0.098187;
mu = 50.5;
sigma = 29.011;
n=2;
g = (x(1:n-1)-mu)/sigma;
z = sum(((yref-(p1*g.^10+p2*g.^9+p3*g.^8+p4*g.^7+p5*g.^6+p6*g.^5+p7*g.^4+p8*g.^3+p9*g.^2+p10*g+p11)).^2));
end

function z = Obj2(x)
yref = 0;
p1 = -0.0053913;
p2 = 0.011457;
p3 = 0.039991;
p4 = -0.1433;
p5 = 0.070996;
p6 = 0.31844;
p7 = -0.64456;
p8 = 0.33539;
p9 = 0.30767;
p10 = -0.37571;
p11 = 0.071788;
mu = 50.5;
sigma = 29.011;
n=2;
g = (x(1:n-1)-mu)/sigma;
z = sum(((yref-(p1*g.^10+p2*g.^9+p3*g.^8+p4*g.^7+p5*g.^6+p6*g.^5+p7*g.^4+p8*g.^3+p9*g.^2+p10*g+p11)).^2));
end

function z = MyCost(x)
K=3;
s=zeros(1,K);
for i=1:K
s(i) = (10^(K-i))*2;
end
S = diag(s);
M=60;
w1=linspace(0,1,M);
w2=1-w1;
for j=1:M
z1 = w1(j)*Obj1(x);
z2 = w2(j)*Obj2(x);
end
n=2;
z = z1+z2+x(n:end)'*S*x(n:end);
end

function [c,ceq,gradc,gradceq]=NLC2(x)
n=2;
c=[Obj1(x)-x(n:end);-x(n:end);
   Obj2(x)-x(n:end);-x(n:end)];
ceq=[];
if nargout>1
gradc=[gradient(Obj1(x)-x(n:end),x);gradient(-x(n:end),x);
       gradient(Obj2(x)-x(n:end),x);gradient(-x(n:end),x)];
gradceq=[];
end
end

[Johan Löfberg]

This is a support forum for YALMIP, not matlab in general.

The error message is telling you load and clear what is wrong, hence debug the code to see why you are returning something else