L-BFGS-B with function calculated by commercial software
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When I search "L-BFGS-B matlab", I find way too many options to choose from. I run a commercial FORTRAN binary twice, and the difference between the two output numbers is what I want to optimize. Therefore I need MATLAB to call the commercial FORTRAN binary twice (via two separate input files), parse the output files for the relevant numbers, and feed the difference between these two numbers into an L-BFGS-B routine.
How would I go about solving this problem?
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Walter Roberson
2017-9-22
tfile = tempname();
fid = fopen(tfile, 'wt')
fprintf(fid, 'commands for\n')
fprintf(fid, 'program input go here\n');
fclose(fid)
cmd = sprintf('"%s" -i "%s"', 'C:\Some\Directory\NameOfCommercialProgram.exe', tfile );
[status, result] = system(cmd);
result_numeric = sscanf(result);
repeat for the second call but with different output variables, then call L-BFGS-B with the difference between the numeric results.
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