MATLAB Coder Error - optimset Unrecognized parameter name: 'GradObj'

Hi,

I'm trying to generate C code of a function using MATLAB Coder but I am getting the following error when generating MEX:

Unrecognized parameter name: 'GradObj'

Full instruction is:

optionsNLP = optimset('GradObj', 'off', 'GradConstr', 'off', ...
        'DerivativeCheck', 'off', 'Display', 'iter', 'TolX', 1e-9, ...
        'TolFun', 1e-9, 'TolCon', 1e-9, 'MaxFunEval', 300, 'DiffMinChange', 1e-5);

It is working when I run the MATLAB script directly.

I am thinking that maybe it can not be generated because a Toolbox is required to use the GradObj parameter?

Does anyone knows a workaround if any?

Thanks.

Vadim

Answer 1

[Steve Grikschat]

Hi Vadim,

For generating C code for fmincon (or lsqnonlin, etc.) via MATLAB Coder, we require that you use the optimoptions function to set options. See the requirements in this documentation page.

Also, an important note is that only the SQP algorithm of fmincon is supported for C code generation.

The equivalent code for your example is as follows

optionsNLP = optimoptions('fmincon','Algorithm','sqp','SpecifyObjectiveGradient', false, ...
   'CheckGradients', false, 'Display', 'iter', 'StepTolerance', 1e-9, 'FunctionTolerance', 1e-9, ...
         'ConstraintTolerance', 1e-9, 'MaxFunctionEvaluations', 300, 'DiffMinChange', 1e-5);

[Vadim Bertrand]

Hi Steve,

Thanks a lot for your answer.

Indeed I finally found documentation for this (https://fr.mathworks.com/help/optim/ug/code-generation-for-optimization.html#mw_95c0ee1d-e2bf-420d-84db-e224ee882325) and optimoptions seems the way to go.

Again thank you.

[Vadim Bertrand]

I just noticed a small typo in the code sample you provided:

optionsNLP = optimoptions('fmiuncon',...)

Should be:

optionsNLP = optimoptions('fmincon'

[Steve Grikschat]

Good catch! Thanks for pointing that out.

I guess I should have tried the new "Run" button on my answer. :)