Simulation Optimization by fmincon

Hi,

I am trying to optimize a simulation by simulink and fmincon. At some iterations, infeasible points, my simulation fails. I am using try and catch command to catch the error and return NaN to the optimizer as suggested here (see the link) . It is mentioned that fmincon has the ability to deal with NaN; however, I am getting the following error from the optimizer:

Error using sqpInterface

Finite difference derivatives at initial point contain Inf or NaN values. Fmincon cannot continue.

I would appreciate it if someone could help me with this. Thanks.

Regards,

Mo

Answer 1

[Pratheek Punchathody]

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