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From: Didi Cvet on 10 Sep 2009 06:14
Hi
I am using fmincon to optimize this function by knot and param

function J=objfun(knot, param, k, P)
x=P(:,1);
knot=sort(knot);
param=sort(param);
M=spcol(knot, k, param);
Mplus=pinv(M);
d=Mplus*P;

C=spmak(knot, d');
% plot(P(:,1),P(:,2),'mo',d(:,1), d(:,2), 'rx')
Cc=(fnval(C,param))';
hold on

% plot(Cc(:,1), Cc(:,2), 'c*')
err1=(Cc(:,1)-P(:,1)).^2+(Cc(:,2)-P(:,2)).^2;
J=sum(err1);

When I optimize by knot it's ok but when I start to optimize by param I get infeasible start point. By the way my start point is param0=linspace(a,b,n); where a and b are end points of the interval. As I know we get feasibility of the points by checking the constraints in the point (I'm not shure for this) but if this is true here is my confun:

function [c ceq]=confun1(pm, kn, k, T)

for i=1:length(pm)
l(i)=kn(i)-pm(i)-1e-6;
r(i)=pm(i)-kn(i+k)-1e-6;
end
c = [l'; r'; (diff(pm)-T+1e-6)'; (-diff(pm)+1e-6)'];


ceq = [sum(diff(pm))-T]';

As a result of infeasible start point I get Hessian not udated so my optimization doesn't work.

I have two questions: Why I get infeasible start point when my start point satisfy constraints? and what does it mean hessian not ubdated for the optimization?

Thanks!
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