Halep, the 2014 French Open finalist, failed to convert two set points in the first set before losing 7-6 (6), 6-3 to Alize Cornet of France.
Serena Williams defeated American Madison Brengle 6-0, 6-1 after breaking her six times to win in less than an hour.
Venus Williams, however, lost to fellow former No. 1 Victoria Azarenka 6-3, 7-5.
Venus, seeded 16th, went up a break at 4-3 in the second set, only for Azarenka to win four of the next five games.
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