MATLAB: Using other solvers for models generated by optimproblem

lp outputmps outputOptimization Toolboxoptimproblemother solvers

Hello,

I am wondering if there is a way to use other solvers to solve models (problems) built by new optimization toolbox (i.e. optimproblem, optimvar, optimconstr, etc.)? Because if MATLAB uses it's own solvers and needs to struct A, b, and c matrix and vectors, just an output of these parameters will facilitate using all other well-known solvers too.

Best Answer

You can use prob2struct to help convert a problem-based description of the linear constraints to the matrices required by other Optimization Toolbox solvers.

However, you cannot use the problem-based framework to solve arbitrary nonlinear optimization problems directly. Also, any problem component requiring a function handle specification, like nonlinear objective functions or constraints in fmincon, must be provided separately by you.

Related Solutions

MATLAB: Undefined function or variable ‘optimproblem’

Upgrade to R2017b. That's when optimproblem was introduced.

MATLAB: Optimproblem object: Change variable bounds

How can I get around this?

It is odd to me as well that the prob.Variables property is read-only. However, I notice things are pretty easy if you haven't discarded the OptimizationVariable objects used to build prob. The optimvars are handles, so you can just change those directly and the changes will be reflected in the prob object as well. For example,

    >> x=optimvar('x',1,2); prob.Objective=sum(x);
    >> prob.Variables.x.LowerBound
    ans =
      -Inf  -Inf
    >> x.LowerBound=[2,3]; prob.Variables.x.LowerBound
    ans =
         2     3

If you have discarded the original OptimizationVariable objects, then you can recover them from the prob object and do likewise,

   >> x=prob.Variables.x; x.LowerBound=[-7,-9]; prob.Variables.x.LowerBound
ans =
      -7    -9

There are ways to wrap these operations in functions so that you can do them in a single command, of course.

Another issue I found was that I could not add variables to the problem, for the same reason.

Didn't understand this part. You mean you want to add variables to the problem that don't explicitly appear in either the objective or constraints? If so, why?

Best Answer

Related Solutions

MATLAB: Undefined function or variable ‘optimproblem’

MATLAB: Optimproblem object: Change variable bounds

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