MATLAB: How to pass parameters from the objective function to the nonlcon function when using fmincon

Question

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

Answer 1

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.