Why does my objective function return complex?

I have a likelihood function that I need to minimize. I use fmincon to search for the minimum. Iterations of fmincon sometimes show "Objective function returned complex; trying a new point…" But in my code I do not take square root of any variable. Why am I then getting this error? A second question is whether there is a counterpart of
dbstop if naninf
for "complex" like the
dbstop if complex
command? Or would
dbstop if error
do?

2 Kommentare

Torsten
Torsten am 28 Feb. 2022
log(x), x^a and sqrt(x) are the most common sources to get complex numbers.
also asin and acos

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Matt J
Matt J am 28 Feb. 2022
Bearbeitet: Matt J am 28 Feb. 2022

0 Stimmen

There is no "dbstop if complex", but you can set a conditional breakpoints in your objective function to detect when theany particular value is complex.Or, insert a keyboard() command.
function fval=myobjective(x)
fval=....
if ~isreal(fval)
keyboard
end
end

4 Kommentare

Snoopy
Snoopy am 2 Mär. 2022
At https://nl.mathworks.com/help/matlab/matlab_prog/set-breakpoints.html#buvvmfu-1, Pause on Errors to pause on all errors looks like an alternative solution.
Torsten
Torsten am 2 Mär. 2022
Getting complex is not an error.
Snoopy
Snoopy am 2 Mär. 2022
Bearbeitet: Snoopy am 2 Mär. 2022
OK. So "Objective function returned complex; trying a new point..." is not an error and MATLAB will not pause when this warning is displayed.
suggest you add a conditional breakpoint to trigger if any(imag(VALUE))

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