# Matrix size and scalar problem using fmincon

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Paul AGAMENNONE am 23 Nov. 2022
Kommentiert: Paul AGAMENNONE am 29 Nov. 2022
Hello,
I'm trying to run an optimization reliability problem using fmincon but I got a size problem when I integrate my function to search for the global reliability and thus fmincon cannot return a scalar value.
I don't know exactly where my problem stands so I ask for help.
Here is my code
muL = 2000;
sigL = 200;
R1 = 1-9.92*10^-5;
R2 = 1-1.2696*10^-4;
R3 = 1-3.87*10^-6;
Sr1_min = sqrt(((((1.5-1)*muL)/norminv(R1))^2)-(sigL)^2);
Sr1_max = sqrt(((((2.5-1)*muL)/norminv(R1))^2)-(sigL)^2);
Sr2_min = sqrt(((((1.5-1)*muL)/norminv(R2))^2)-(sigL)^2);
Sr2_max = sqrt(((((2.5-1)*muL)/norminv(R2))^2)-(sigL)^2);
Sr3_min = sqrt(((((1.5-1)*muL)/norminv(R3))^2)-(sigL)^2);
Sr3_max = sqrt(((((2.5-1)*muL)/norminv(R3))^2)-(sigL)^2);
lb = [Sr1_min,Sr2_min,Sr3_min];
ub = [Sr1_max,Sr2_max,Sr3_max];
A = [];
B = [];
Aeq = [];
Beq = [];
d0 = (lb+ub)/5;
fun = @(d) parameterfun(d,muL,sigL,R1,R2,R3);
const = @(d) nonlcon(d,muL,sigL,R1,R2,R3);
options = optimoptions('fmincon','Display','iter','Algorithm','sqp');
[d,fval] = fmincon(fun,d0,A,B,Aeq,Beq,lb,ub,const,options);
Warning: Inf or NaN value encountered.
Error using fmincon
Supplied objective function must return a scalar value.
function Rs = parameterfun(d,muL,sigL,R1,R2,R3)
%
mu_Sr1 = muL+norminv(R1)*sqrt((sigL)^2+(d(1))^2);
mu_Sr2 = muL+norminv(R2)*sqrt((sigL)^2+(d(2))^2);
mu_Sr3 = muL+norminv(R3)*sqrt((sigL)^2+(d(3))^2);
%
Y1_mean = muL-mu_Sr1;
Y2_mean = muL-mu_Sr2;
Y3_mean = muL-mu_Sr3;
%
Y1_std = sqrt((d(1))^2+(sigL)^2);
Y2_std = sqrt((d(2))^2+(sigL)^2);
Y3_std = sqrt((d(3))^2+(sigL)^2);
%
Y_mean = [Y1_mean Y2_mean Y3_mean];
Y_std = [(Y1_std^2) (sigL)^2 (sigL)^2; (sigL)^2 (Y2_std)^2 (sigL)^2; (sigL)^2 (sigL)^2 (Y3_std)^2];
inv_Y_std = inv(Y_std);
det_Y_std = det(Y_std);
fy = @(y) (1/(2*pi)^(3/2).*(det_Y_std)^0.5).*exp(-(1/2).*transpose(y-Y_mean).*inv_Y_std.*(y-Y_mean));
%
Rs = 1-integral(fy,-inf,0,'ArrayValued',true);
%pf = 1-Rs;
%
end
function [c,ceq] = nonlcon(d,muL,sigL,R1,R2,R3)
muL = 2000;
sigL = 200;
c(1) = 1.5 - ((muL+norminv(R1)*sqrt((d(1)^2)+(sigL^2)))/muL);
c(2) = 1.5 - ((muL+norminv(R2)*sqrt((d(2)^2)+(sigL^2)))/muL);
c(3) = 1.5 - ((muL+norminv(R3)*sqrt((d(3)^2)+(sigL^2)))/muL);
c(4) = ((muL+norminv(R1)*sqrt((d(1)^2)+(sigL^2)))/muL) - 2.5;
c(5) = ((muL+norminv(R2)*sqrt((d(2)^2)+(sigL^2)))/muL) - 2.5;
c(6) = ((muL+norminv(R3)*sqrt((d(3)^2)+(sigL^2)))/muL) - 2.5;
c(7) = 0.08 - (d(1)/((muL+norminv(R1)*sqrt((d(1)^2)+(sigL^2)))));
c(8) = 0.08 - (d(2)/((muL+norminv(R2)*sqrt((d(2)^2)+(sigL^2)))));
c(9) = 0.08 - (d(3)/((muL+norminv(R3)*sqrt((d(3)^2)+(sigL^2)))));
c(10) = (d(1)/((muL+norminv(R1)*sqrt((d(1)^2)+(sigL^2))))) - 0.2;
c(11) = (d(2)/((muL+norminv(R2)*sqrt((d(2)^2)+(sigL^2))))) - 0.2;
c(12) = (d(3)/((muL+norminv(R3)*sqrt((d(3)^2)+(sigL^2))))) - 0.2;
ceq = [];
end
Paul
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### Akzeptierte Antwort

William Rose am 23 Nov. 2022
It appears that the value Rs returned by parameterfun() is a vector (or array). Rs is a vector because function fy(), inside the integral on the right hand side of Rs, is a vector (or array). Add another calculation inside parameterfun(), after Rs is computed, to convert the vector Rs to a scalar, which is a global measure of reliability. parameterfun() should return this scalar, instead of the vector Rs.
fmincon() minimizes a function. If you want to maximize global reliability, insert a minus sign, or a reciprocal, somewhere.
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Paul AGAMENNONE am 29 Nov. 2022
Ok I see thank you

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