L-BFGS-B with function calculated by commercial software

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Nike Dattani 2017-9-11

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https://ww2.mathworks.cn/matlabcentral/answers/355965-l-bfgs-b-with-function-calculated-by-commercial-software

评论： Nike Dattani 2017-10-31

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

在 MATLAB Online 中打开

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.

Nike Dattani 2017-10-31

Walter, I appreciate your answer VERY much. Unfortunately I did not get an email notification saying that you replied, but was expecting one, so I thought no one replied to this. I ended up convincing the developers of the commercial program to work on a BFGS routine intrinsic to their program, but if it takes to long or doesn't work out, I will come back to this.

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