Optimize control value=NaN

[Himanshu Nagpal]

Hi all,

Below is the simple code given in yalmip examples on yalmip website.

yalmip('clear')

clear all

% Model data

A = [2 -1;1 0.2];

B = [1;0];

nx = 2; % Number of states

nu = 1; % Number of inputs

% MPC data

Q = eye(2);

R = 2;

N = 7; %prediction horizon

% Initial state

x0 = [3;1];

u = sdpvar(repmat(nu,1,N),repmat(1,1,N));

constraints = [];

objective = 0;

x = x0;

for k = 1:N

 x = A*x + B*u{k};

 objective = objective + norm(Q*x,1) + norm(R*u{k},1);

 constraints = [constraints, -1 <= u{k}<= 1, -5<=x<=5];

end

optimize(constraints,objective);

value(u{1})

But I get the solution =NaN. I have tried several times.

Please help me, why it appears NaN always.

Thanks,

Himanshu

[Johan Löfberg]

So what is returned when you tun optimize (i.e., remove the ;)

optimize(constraints,objective)

ans = 

    yalmiptime: 0.8003

    solvertime: 0.0057

          info: 'Successfully solved (GUROBI-GUROBI)'

       problem: 0

[Himanshu Nagpal]

I get the following solution after removing ; .

 yalmiptime: NaN

   solvertime: NaN

          info: 'Unknown problem in solver (try using 'debug'-flag in sdpsettings) (Error using linprog (line 164)

Invalid choice of Al...'

       problem: 9

ans =

   NaN

[Johan Löfberg]

OK. This is due to a known issue in matlab 2015a when you only have linprog available.

If you explicitly select the solver, it will work I think

optimize(constraints,objective,sdpsettings('solver','linprog'))

Of course, if you intend to solve any real problem, you should install a better LP solver

[Himanshu Nagpal]

yups its a problem of solver. I will try to install cplex.

[Himanshu Nagpal]

thank you.

[Johan Löfberg]

the bug is in yalmip

[Himanshu Nagpal]

still getting the same error even after using specific solver (linprog).

    yalmiptime: NaN

    solvertime: NaN

          info: 'Unknown problem in solver (try using 'debug'-flag in sdpsettings) (Error using linprog (line 164)

Invalid choice of ...'

[Johan Löfberg]

ok, replace extras/sdpsettings and solvers/yalmip2quadprog

[Himanshu Nagpal]

Thank you so much, It is working now. 

-Himanshu