Optimization: share additional output of cost function with constraint function

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I have a well defined optimization problem in which I have a separate cost function and a separate constraint function:
Cost = @(C)costcenterroad(C,lp,xref,yref,T,rw);
Nonlinconstr=@(C)nonlcon(C,lp,rw,xref,yref,sol);
[C,fval] = fmincon(Cost,C1,[],[],[],[],[],[],Nonlinconstr);
Inside the cost function (which is called first by fmincon), I evaluate nonlinear functions of the decision variables (C in this case). The outputs of the nonlinear function determine the cost.
However, in the constraint function I need to evaluate the same function, with the same decesion variables (thats the way fmincon works; first the cost, then the contraints). Hence, I would rather use the values already calculated in the cost functions.
I tried to do this by using a structure SOL as an output of the cost function, and provide it as an input to the constraint function hence (also see code above);
function [J,sol]=costcenterroad(C,lp,xref,yref,T,rw)
function [c,ceq]=nonlcon(C,lp,rw,xref,yref,sol)
However, Matlab will tell that "sol" is unknown. I'am guessing that "sol" is not an output when the function `costcenterroad` is called. I also used 'sol' as a global variable, but this is not very elegant and fast.
Does anyone have any suggestions how to do this? Your help will be greatly appreciated!
  2 Comments
Martijn
Martijn on 7 Mar 2012
Based on what Seth DeLand referred to, I tried the following:
[Cost,Nonlincontr]=ObjectiveAndConstraints
[C,fval] = fmincon(Cost,C1,[],[],[],[],[],[],Nonlincontr,lp,L,v,xref,yref,T,rw);
The set {lp,L,v,xref,yref,T,rw} are constrant parameters in the optimization, defined a-priori.
And this:
function [Cost,Nonlincontr]=ObjectiveAndConstraints
Cost = @costroad;
Nonlincontr=@nonlc;
%Will store items calculated in the objective function.
d=[];
dteta=[];
phi=[];
u1=[];
x=[];
y=[];
J=[];
c=[];
ceq=[];
function J=costroad(C) %some function which requires v,L,C
[x,y,dx,dy,ddx,ddy]=evalcubspline(lp,C); %evaluate spline
%Left out code that translates these {x,..,ddy} to cost
J=sum(cost)
end
function [c,ceq]=nonlc %requires intermediate solution from cost function
c=[d-rw; -(phi'+pi/3); phi'-pi/3; -(u1'+pi/3); u1'-pi/3];
ceq=[x(1)-xref(1);x(end)-xref(end);y(1)-yref(1);y(end)-yref(end)]; %equality constraints;
end
end
%%%%%%%%%%%%%
Unfortunatly I get the error:
Error using ObjectiveAndConstraints>costroad
Too many input arguments.
Error in fmincon (line 601)
initVals.f = feval(funfcn{3},X,varargin{:});
Error in RoadSegment (line 132)
[C,fval] =
fmincon(Cost,C1,[],[],[],[],[],[],Nonlincontr,lp,L,v,xref,yref,T,rw);
Caused by:
Failure in initial user-supplied objective function evaluation.
FMINCON cannot continue.

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Accepted Answer

Seth DeLand
Seth DeLand on 7 Mar 2012
There was a good discussion on this issue here: http://www.mathworks.com/matlabcentral/newsreader/view_thread/269936
The technical term for this practice is "Memoization". There's some more good information on memoization in MATLAB in Loren's blog post:

More Answers (1)

Martijn
Martijn on 7 Mar 2012
I found the answer after some struggeling with passing on the parameters. Here is the solution:
[Cost,Nonlincontr]=ObjectiveAndConstraints(lp,L,v,xref,yref,T,rw);
[C,fval] = fmincon(Cost,C1,[],[],[],[],[],[],Nonlincontr)
Where the set {L,..,rw} are parameters (array,structures whatever).
The function ObjectiveAndConstraints looks like:
function [Cost,Nonlincontr]=ObjectiveAndConstraints(lp,L,v,xref,yref,T,rw)
Cost = @(C)costroad(C,lp,L,v,xref,yref,T,rw);
Nonlincontr=@(C)nonlc(C,lp,L,v,xref,yref,T,rw);
%Will store items calculated in the objective function.
d=[];
dteta=[];
phi=[];
u1=[];
x=[];
y=[];
function J=costroad(C,lp,L,v,xref,yref,T,rw)
J=something based on inputs
end
function [c,ceq]=nonlc(C,lp,L,v,xref,yref,T,rw)
c=something based on inputs
ceq=something based on iputs
end
end
Hopefully this well help someone else :)

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