Passing additional parameters to the optimization problem in OPTI

[Mohamed W. Mehrez]

Hello,

Thank you very much for the OPTI toolbox. It made it very easy to me to access NLOPT on windows and MATLAB. 

I was just wondering if there is a way to pass parameters to the optimization problem when we make the function call 

[x,fval,exitflag,info] = solve(Opt,x0)

 

I am wondering about this as in my OPTI implementation (Model predictive control-MPC) I need to change the parameters inside the optimization problem every time I call the optimizer.

Your help is highly appreciated!

[Jonathan Currie]

Hi,

 

If you are modifying the optimization problem often (i.e. in an MPC problem), then using the opti constructor is likely not the most efficient, especially for nonlinear problems. You are better off using the solver interface directly, such as described here:

http://www.i2c2.aut.ac.nz/Wiki/OPTI/index.php/Advanced/LowLevel

 

You can inspect the problem OPTI is passing to NLOPT via Opt.nlprob (“nlprob” property of the OPTI object called “Opt”). Then you can pass parameters by redefining a function handle to the objective/constraints before each call:

http://au.mathworks.com/help/optim/ug/passing-extra-parameters.html?refresh=true

 

Regards,

Jonathan

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[Mohamed W. Mehrez]

Hello,

Thank you very much for your reply. I tried to use the second option and when I tried to set the "objective" property in "nlprop", i.e. Opt.nlprob.objective = @(x) ... , I got the following error

"You cannot set the read-only property 'nlprob' of opti."

Is there a way to change the read-only characteristic.

All the best,

Mohamed

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[Jonathan Currie]

Hi,

 

No, the fields are deliberately read only. My intention was for you to call NLOPT directly, using the function handles similar to the ones OPTI makes. Use the nlprob structure just as a reference, then look at the opti_nlopt function.

 

Jonathan