function [x,f,eflag,outpt] = runobjconstr(x0,opts)
if nargin == 1 % No options supplied
opts = [];
end
simulation_param=...,
Tfinal=...,
xLast = []; % Last place update_yout was called
yout=[];
fun = @objfun; % The objective function, nested below
cfun = @constr; % The constraint function, nested below
% Call fmincon
[x,f,eflag,outpt] = fmincon(fun,x0,[],[],[],[],[],[],cfun,opts);
function [f,gradf] = objfun(x)
if ~isequal(x,xLast) % Check if computation is necessary
update_yout(x);
xLast = x;
end
% Now compute objective function
f=some_fun_of(yout)
gradf=some_other_fun_of(yout)
end
function [G,P,gradG,gradP] = constr(x)
if ~isequal(x,xLast) % Check if computation is necessary
update_yout(x);
xLast = x;
end
G=constr_fun_of(yout)
gradG=some_other_constr_fun_of(yout)
P=...,
gradP=...,
end
function update_yout(X)
T=(0:1:Tfinal)';
TIN=[T X]
[~,~,yout]=sim('sim_model',[0 Tfinal],opt ,TIN);
end
end
