Are any functions from the optimization toolbox available to Matlab Coder...excluding fminsearch and fzero

I may need to use the Matlab Coder. Is fmincon available for code translation.

Answer 1

[José-Luis]

No.

[Eugene Davis]

That's what I thought. I guess I have some work showing fminsearch has the chops to do as well as fmincon. I suppose I can build in penalties to do the job.

[Walter Roberson]

fminsearch() does not handle constraints directly. You can build in penalties, but you will find that in practice it will sometimes get stuck in the penalty area. If you implement the penalty as returning inf then the interpolation will generate inf and you will be struck. If you implement the penalty as returning a fixed large non-inf value then that does not give any hint as to which direction it should head in, and it can get confused about which way to go. If you implement the penalty as adding a large constant value to what would otherwise be calculated (assuming it is just a forbidden region, not a region where complex numbers would be generated) then fminsearch will happily search for a minima in the penalty area if it happens to end up there.

[Arwel]

Hi,

I've used fminsearchbnd from the File Exchange for a while, and it seems to work very well. Cheers, Arwel

https://uk.mathworks.com/matlabcentral/fileexchange/8277-fminsearchbnd--fminsearchcon