Timothy asked . 2020-12-12

Fmincon code generation with C++ objective

#include 
#include 
#include "obj.h"
double obj(double x)
{
  return x*x;
}

and the corresponding header file:

double obj(double x);

On MATLAB side I have writte a wrapper as desribed in the MATLAB docs:

function y = callobj(x)  %#codegen
y = 0.0;
if coder.target('MATLAB')
    % Executing in MATLAB, call MATLAB equivalent of
    % C function foo
    y = x*x;
else
    % Executing in generated code, call C function foo
    coder.updateBuildInfo('addSourceFiles','obj.cpp');
    coder.cinclude('obj.h');
    y = coder.ceval('obj',coder.ref(x));
end
end

The objective is passed to the fmincon function in a matlab function:

function x_result = opt_th(x0,lb,ub)

options = optimoptions('fmincon','Algorithm','sqp');
x_result = fmincon(@callobj,x0,[],[],[],[],lb,ub,[],options);

end

The test script is defined as:

x0 = -2;
lb = -2.2;
ub = 3.3;
x_res = opt_th(x0,lb,ub);

matlab, ann , matlab coder