Separate fmincon and gradient

I was assingned the following task. The goal is to supply gradient to objective function, but from another file. I don't understand how to implement this.

It should be smth like this:

file 1 - objective function

file 2 - gradient

file 3 constraints

file 4 fmincon

Let's take as an example the rosenbrock function

file 1

function [f,g]= rosenbrockwithgrad(x)
% Calculate objective f
f = 100*(x(2) - x(1)^2)^2 + (1-x(1))^2;
if nargout > 1 % gradient required
    g = [-400*(x(2)-x(1)^2)*x(1)-2*(1-x(1));
        200*(x(2)-x(1)^2)];
end

file 2

% here the gradient should go, but for now it's in the file 1. The problem is I have to supply it from this file into file 1

file 3

function [c,ceq] = unitdisk(x)
c = x(1)^2 + x(2)^2 - 1;
ceq = [ ];

file 4

fun = @rosenbrockwithgrad;
x0 = [-1,2];
A = [];
b = [];
Aeq = [];
beq = [];
lb = [-2,-2];
ub = [2,2];
nonlcon = @unitdisk;
options = optimoptions('fmincon','SpecifyObjectiveGradient',true);
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,nonlcon,options)

I'm feeling really really despondent. My deadline is upcoming soon and all my thesis paper will be based on fmincon. If I don't implement the code, I won't be able to proceed further.

Answer 1

[Matt J]

The goal is to supply gradient to objective function, but from another file.

I find this requirement difficult to interpret, but here is my best guess:

file 1

function [f,g]= rosenbrockwithgrad(x)
% Calculate objective f
f = 100*(x(2) - x(1)^2)^2 + (1-x(1))^2;
if nargout > 1 % gradient required
    g=rosengrad(x);
end

file 2

    function g=rosengrad(x)
      g = [-400*(x(2)-x(1)^2)*x(1)-2*(1-x(1));
            200*(x(2)-x(1)^2)];
    end    

[Rustem Devletov]

Matt, thanks a lot. What if I don't want to specify gradient myself,but I want Matlab to find it?

[Matt J]

Then leave SpecifyObjectiveGradient at its default setting.

[Rustem Devletov]

Could you contact me please? I have a personal offer for you. My e-mail [e-mail] My WhatsApp [phone]