Optimization: solving ODE in objective function, how to pass solution to nonlinear constraint function?
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Dear all,
More specifically, I have a model struct with all model parameters and a handle on the derivative function. I created "wrappers" that pass this struct in addition to the parameters for optimization to both the objective function and the constraint function:
wrapper = @(x) objfunc( x, model ) ;
wrapperConstraint = @(x) constrfunc( x, model ) ;
x0 = ...
lb = ...
ub = ...
... = fmincon( wrapper, x0, [], [], [], [], lb, ub, wrapperConstraint, ... ) ;
when the objective function is called, it solves a system of ODEs, but there is no direct way to pass it to the constraint function. The only two options that I see are
- Using a global variable for storing the solution.
- OOP: e.g. defining model not as a struct but as a handle class, and storing the solution in a property. This way both the objective function and the constraint function would access the same object.
Is there a better/cleaner option? What is the "correct/usual" way of doing this?
Thank you,
Karin
采纳的回答
Sean de Wolski
2016-9-6
1 个投票
Use nested functions:
2 个评论
Alan Weiss
2016-9-6
For some more explicit help of what Sean suggests, see Objective and Nonlinear Constraints in the Same Function, and maybe even Optimize an ODE in Parallel.
Alan Weiss
MATLAB mathematical toolbox documentation
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