How can I pass parameters from the objective function to the nonlcon function when using fmincon
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Hi,
I'm using fmincon in combination with a non-linear simulink model. As one simulation cycle takes a signifikant amount of time I would like to prevent that the simulink model is called twice: Once for the objective function f(x) and once for the non-linear constraint function c(x). During one simulation f(x) and c(x) are calculated, thus I would like to pass the relevant c(x) values during the objective function call to the nonlcon call to save the second simulation run.
Do I have to define a global variable to pass that kind of information or exists a more elegant way to solve that problem?
Kind regards, Oliver
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Walter Roberson
2016-4-11
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The nonlinear constraint routine may be called multiple times before finding a point within bounds to be run through the objective function. However, the optimizer breaks up the problem into multiple sub-problems that it believes / hopes will not violate the nonlinear constraints. Therefore there is not a one-to-one relationship between f(x) and c(x) being called.
If you have an expensive function that must be called by both, then you may wish to implement that function with a "cache". See for example http://www.mathworks.com/matlabcentral/fileexchange/49949-cachedcall . A similar version that saves in memory could also be programmed.
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