ERROR: Undefined function 'minus' for input arguments of type 'function_handle'.

Hi,

I'm trying to run the following piece of code, I am confident in all my variables and f is basically a dummy function as my main concern is on my constraints.

f=@(X)X(1)+X(2); g=@(X)nonlcon(X,Incentive_FEE_FOF,FEES_INVESTORS,x_invB30(2:8),TBillRate,strategy_GROSS,FEES_EachFUND);

[FEE,fval]=fmincon(@(X)f,[2 5],[],[],[],[],[0 0],[100 100],g,options);

However, I get the following error:

• Undefined function 'minus' for input arguments of type 'function_handle'.

      Error in
      /Applications/MATLAB_R2011b.app/toolbox/shared/optimlib/finitedifferences.p>finitedifferences
      (line 156)

      Error in nlconst (line 303)
                          [gf,gnc(:,nonlIneqs_idx),gnc(:,nonlEqs_idx),numEvals] = ...

      Error in fmincon (line 794)
          [X,FVAL,LAMBDA,EXITFLAG,OUTPUT,GRAD,HESSIAN]=...
       *

My nonlcon is defined as follow:

function [c,ceq]=nonlcon(X,Incentive_FEE_FOF,FEES_INVESTORS,w,TBillRate,strategy_GROSS,FEES_EachFUND)

 for i=1:193
    Strategy_TOTALGROSS(i,1)=strategy_GROSS(i,:)*w;

    if Strategy_TOTALGROSS(i,1)>=TBillRate
        Incentive_FEE(i,1)=X(1)*(Strategy_TOTALGROSS(i,1)-TBillRate);
        Strategy_TOTALNET(i,1)=Strategy_TOTALGROSS(i,1)-Incentive_FEE(i,1);
    else
        Strategy_TOTALNET(i,1)=Strategy_TOTALGROSS(i,1);
        Incentive_FEE(i,1)=0;
    end
 end

 F_Investors=Incentive_FEE +X(2);
 F_Manager = F_Investors-FEES_EachFUND*w;

OLD_FEE_M=Incentive_FEE_FOF;
OLD_FEE_I=FEES_INVESTORS;

Investors=F_Investors-OLD_FEE_I;
Managers=OLD_FEE_M-F_Manager;

c=[Investors Managers];
ceq=[];

end

Could you please help?

Thanks in advance,

Answer 1

[Sean de Wolski]

Please run the following:

dbstop if error

This will stop with the debugger on the offending line. You will then be able to inspect what is going on and figure out what is throwing the error.

[Caroline]

Thank you very much for your help! Problem was just in the declaration of f.

Have a great day and thanks again!

[ELUMALAI E S]

What was the mistake you made in declaration? pls tell me

[Steven Lord]

The problem was in the first input to fmincon.

f=@(X)X(1)+X(2);
% snip the definition of g
[FEE,fval]=fmincon(@(X)f,[2 5],[],[],[],[],[0 0],[100 100],g,options);

When fmincon calls its first input with a vector of values for X, that input returns the function handle f. It should instead return the value returned by evaluating f.

[FEE,fval]=fmincon(@(X)f(X),[2 5],[],[],[],[],[0 0],[100 100],g,options); % or
[FEE,fval]=fmincon(f, ...  % since f is already a function handle
    [2 5],[],[],[],[],[0 0],[100 100],g,options);