fmincon converges to solution using interior-point but not using sqp

Hi All,

I am solving an optimization problem using fmincon. The solver converges to a solution using interior-point algorithm but fails when I use sqp.

line 9 in the file attached:

opts_fmin = optimoptions('fmincon','Display','iter', 'Algorithm', 'sqp-legacy'); %interior-point

Could someone help me in understanding why this happens?

The error that I get is in the computation of objective function after 70 iterations

Matrix dimensions must agree.

Error in cse_03_19_20/objfun (line 39)
    f = sum((phi(:) - phi_tilde(:)).^2);

Error in evalObjAndConstr

Error in sqpLineSearch

MATLAB version used: 2020a

[Deepa Maheshvare]

Any suggestions?

[Matt J]

What does the debugger tell you? What are the lengths of phi(:) and phi_tilde(:) when the error occurs?

[Deepa Maheshvare]

Hi Matt,

Thanks for your response.

These are the values at the iteration where it fails

Dhat (control variables) =

   1.0e+03 *

    5.6138
    4.5535
    4.3230
    5.7495
    5.3165
    0.8918
   -2.8790
   -7.3537
   -4.5619


size(phi) =

    51    10

 phi_tilde =

  1.0e+265 *

    0.0000         0         0         0         0         0         0         0         0         0
    0.0000    0.0000    0.0000    0.0000    0.0000    0.0000    0.0000   -0.0000    0.0000   -0.0000
    0.0000    0.0000    0.0000    0.0000    0.0000    0.0000    0.0000   -0.0000    0.0000   -0.0000
    0.0000    0.0000    0.0001    0.0003    0.0018    0.0106    0.3104   -2.0263    2.7934   -2.1806

size(phi_tilde) =

     4    10

[Deepa Maheshvare]

Would it help if I specify bounds on the control variables ? I want these values to be >0 , but I don't reaaly have upper bounds.

[Deepa Maheshvare]

@Matt J Any suggestions?