fmincon Error on undefined objective function at init. point.

Hi everyone,

I've been trying to create an optimization problem for fmincon using the following code:

function [ prob ] = CreateOptProb( H,M,V,q0,P_max )
% Optimize the problem: q = arg min_q tr[J^-1]
% Subject to q_kj >= 0 AND norm(q,1) = P_max
%  A*X <= B, therefore A = -1 and B = 0
%  C(X) <= 0, Ceq(X) = 0, therefore C = [] and Ceq = norm(q,1)-P_max

  objective=@(q) obj(q);
  constraint=@con;

  function f = obj(q)
    f = trace(inv(H*V*diag(reshape(q, [1, numel(q)]))*V'*H' + eye(M)));
  end

  function [C,Ceq] = con(q)
    C = [];
    Ceq = norm(q,1) - P_max;
  end

  prob.x0 = q0;
  prob.objective = objective;
  prob.Aineq = -eye(numel(q0));
  prob.bineq = zeros([numel(q0) 1]);
  prob.nonlcon = constraint;
  prob.solver = 'fmincon';
  prob.options = optimset('Algorithm', 'interior-point');
end

But when I try to run the problem:

>> tempvar = CreateOptProb(H,M,V,q,P_max);
>> [q,tji] = fmincon(tempvar);
??? Error using ==> sqpLineSearch at 20
Objective function is undefined at initial point. Fmincon cannot continue.

Where:

q0 =

    0.0548    0.0548    0.0548    0.0548
    0.0548    0.0548    0.0548    0.0548
    0.0548    0.0548    0.0548    0.0548
    0.0548    0.0548    0.0548    0.0548
    0.0548    0.0548    0.0548    0.0548

The confusing part is that the objective function is actually defined at q0:

>> trace(inv(H*V*diag(reshape(q0, [1, numel(q0)]))*V'*H' + eye(M)))

ans =

   1.5438 + 0.0000i

Can anyone shed some light on this??

Thanks a lot, Yenson