How to insert values into parameter and not function

Hi everybody,

I hope somebody can help me out: I want to create a constraint function for fmincon with an input x which comprises of six symbolic variables x1 - x6. The variable 'parameter' depends on x which is why I want to insert their values into 'parameter'. The only way I found out is to create a function as shown below:

function [c, ceq] = constraints(x)

load ('File.mat','parameter');

parameter_function = matlabFunction(parameter);

c(1) = abs(parameter_function(x)); %Constraint

ceq = [];

end

This, however, takes a lot of time to run the code and I am quite sure because of the function creation. For this reason I would like to ask if anybody knows a way to insert the x values into 'parameter' without needing to create the function.

Thanks in advance!

Nicolas

[Adam]

f = @(x) parameter_function(x)

or more simply

f = @parameter_function

will, in general, give a function handle that takes x as input and then passes it to another function. You should be able to pass f into anywhere that expects a function of 1 argument which will be x.

[Stephen23]

The whole concept is slow: every time the optimizer calls this function (and that will be many times) then the function load-s some data and converts this using matlabFunction: that is going to be a total waste of time. Much more efficient would be to simply load it once and add it as an input parameter to the function.

https://www.mathworks.com/help/optim/ug/passing-extra-parameters.html

https://www.mathworks.com/help/matlab/math/parameterizing-functions.html

If that data is changing then it will still be faster to pass it as a parameter, rather than using a slow file I/O call.

Does parameter_function really need to be generated anew on each call?

[Matt J]

You should probably square c(1) to keep things differentiable

c(1) = parameter_function(x).^2;

[Nicolas Ochmann]

Thank you for all your answers! @stephen: No, I was trying to avoid re-generating the same function with each iteration, but Matlab does not allow me to load the pre-created function into the contraint-function.

[Stephen23]

@Nicolas Ochmann: function handles can be passed as arguments, so there is no reason why you cannot generate that function and pass it as a parameter (see the links I gave).

[Nicolas Ochmann]

Perfect, thank you very much!!

Answer 1

[Matt J]

   load ('File.mat','parameter');
   parameter_function = matlabFunction(parameter);

x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub, @(x) deal(parameter_function(x)^2 , [] ) )

[Matt J]

You could also modify your constraints() function as below and call fmincon as follows:

load ('File.mat','parameter');
parameter_function = matlabFunction(parameter);

x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub, @(x) constraints(x,parameter_function))

    function [c, ceq] = constraints(x,phandle)

     c=phandle(x).^2;
     ceq=[];

[Nicolas Ochmann]

Thank you!!!!