Fmincon code generation with C++ objective

Hello everyone,

I try to generate a mex file for fmincon in combination with an objective in c++.

My objective looks like:

#include <stdio.h>
#include <stdlib.h>
#include "obj.h"
double obj(double x)
{
  return x*x;
}

and the corresponding header file:

double obj(double x);

On MATLAB side I have writte a wrapper as desribed in the MATLAB docs:

function y = callobj(x)  %#codegen
y = 0.0;
if coder.target('MATLAB')
    % Executing in MATLAB, call MATLAB equivalent of
    % C function foo
    y = x*x;
else
    % Executing in generated code, call C function foo
    coder.updateBuildInfo('addSourceFiles','obj.cpp');
    coder.cinclude('obj.h');
    y = coder.ceval('obj',coder.ref(x));
end
end

The objective is passed to the fmincon function in a matlab function:

function x_result = opt_th(x0,lb,ub)

options = optimoptions('fmincon','Algorithm','sqp');
x_result = fmincon(@callobj,x0,[],[],[],[],lb,ub,[],options);

end

The test script is defined as:

x0 = -2;
lb = -2.2;
ub = 3.3;
x_res = opt_th(x0,lb,ub);

So thats the definition of the problem.

If I run the Coder App I get an compiler error:

[1/87] cl /c /Zp8 /GR /W3 /EHs /nologo /MD /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0 /DMATLAB_MEX_FILE /DMATLAB_MEX_FILE /O2 /Oy- /DNDEBUG /fp:strict /I "." /I "D:\OneDrive\OneDrive - ruhr-uni-bochum.de\Fitter\code_gen_2" /I ".\interface" /I "C:\Program Files\MATLAB\R2020a\extern\include" /I "." -DMODEL=opt_th_mex opt_th_data.c /Fobuild\win64\opt_th_data.obj

opt_th_data.c

[2/87] cl /c /Zp8 /GR /W3 /EHs /nologo /MD /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0 /DMATLAB_MEX_FILE /DMATLAB_MEX_FILE /O2 /Oy- /DNDEBUG /fp:strict /I "." /I "D:\OneDrive\OneDrive - ruhr-uni-bochum.de\Fitter\code_gen_2" /I ".\interface" /I "C:\Program Files\MATLAB\R2020a\extern\include" /I "." -DMODEL=opt_th_mex rt_nonfinite.c /Fobuild\win64\rt_nonfinite.obj

rt_nonfinite.c

[3/87] cl /c /Zp8 /GR /W3 /EHs /nologo /MD /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0 /DMATLAB_MEX_FILE /DMATLAB_MEX_FILE /O2 /Oy- /DNDEBUG /fp:strict /I "." /I "D:\OneDrive\OneDrive - ruhr-uni-bochum.de\Fitter\code_gen_2" /I ".\interface" /I "C:\Program Files\MATLAB\R2020a\extern\include" /I "." -DMODEL=opt_th_mex factorQRE.c /Fobuild\win64\factorQRE.obj

factorQRE.c

[4/87] cl /c /Zp8 /GR /W3 /EHs /nologo /MD /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0 /DMATLAB_MEX_FILE /DMATLAB_MEX_FILE /O2 /Oy- /DNDEBUG /fp:strict /I "." /I "D:\OneDrive\OneDrive - ruhr-uni-bochum.de\Fitter\code_gen_2" /I ".\interface" /I "C:\Program Files\MATLAB\R2020a\extern\include" /I "." -DMODEL=opt_th_mex "D:\OneDrive\OneDrive - ruhr-uni-bochum.de\Fitter\code_gen_2\obj.cpp" /Fobuild\win64\obj.obj

obj.cpp

[5/87] cl /c /Zp8 /GR /W3 /EHs /nologo /MD /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0 /DMATLAB_MEX_FILE /DMATLAB_MEX_FILE /O2 /Oy- /DNDEBUG /fp:strict /I "." /I "D:\OneDrive\OneDrive - ruhr-uni-bochum.de\Fitter\code_gen_2" /I ".\interface" /I "C:\Program Files\MATLAB\R2020a\extern\include" /I "." -DMODEL=opt_th_mex opt_th_mexutil.c /Fobuild\win64\opt_th_mexutil.obj

opt_th_mexutil.c

[6/87] cl /c /Zp8 /GR /W3 /EHs /nologo /MD /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0 /DMATLAB_MEX_FILE /DMATLAB_MEX_FILE /O2 /Oy- /DNDEBUG /fp:strict /I "." /I "D:\OneDrive\OneDrive - ruhr-uni-bochum.de\Fitter\code_gen_2" /I ".\interface" /I "C:\Program Files\MATLAB\R2020a\extern\include" /I "." -DMODEL=opt_th_mex opt_th_initialize.c /Fobuild\win64\opt_th_initialize.obj

opt_th_initialize.c

[7/87] cl /c /Zp8 /GR /W3 /EHs /nologo /MD /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0 /DMATLAB_MEX_FILE /DMATLAB_MEX_FILE /O2 /Oy- /DNDEBUG /fp:strict /I "." /I "D:\OneDrive\OneDrive - ruhr-uni-bochum.de\Fitter\code_gen_2" /I ".\interface" /I "C:\Program Files\MATLAB\R2020a\extern\include" /I "." -DMODEL=opt_th_mex factorQR.c /Fobuild\win64\factorQR.obj

factorQR.c

[8/87] cl /c /Zp8 /GR /W3 /EHs /nologo /MD /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0 /DMATLAB_MEX_FILE /DMATLAB_MEX_FILE /O2 /Oy- /DNDEBUG /fp:strict /I "." /I "D:\OneDrive\OneDrive - ruhr-uni-bochum.de\Fitter\code_gen_2" /I ".\interface" /I "C:\Program Files\MATLAB\R2020a\extern\include" /I "." -DMODEL=opt_th_mex eml_int_forloop_overflow_check.c /Fobuild\win64\eml_int_forloop_overflow_check.obj

eml_int_forloop_overflow_check.c

[9/87] cl /c /Zp8 /GR /W3 /EHs /nologo /MD /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0 /DMATLAB_MEX_FILE /DMATLAB_MEX_FILE /O2 /Oy- /DNDEBUG /fp:strict /I "." /I "D:\OneDrive\OneDrive - ruhr-uni-bochum.de\Fitter\code_gen_2" /I ".\interface" /I "C:\Program Files\MATLAB\R2020a\extern\include" /I "." -DMODEL=opt_th_mex computeObjective_.c /Fobuild\win64\computeObjective_.obj

FAILED: build/win64/computeObjective_.obj

cl /c /Zp8 /GR /W3 /EHs /nologo /MD /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0 /DMATLAB_MEX_FILE /DMATLAB_MEX_FILE /O2 /Oy- /DNDEBUG /fp:strict /I "." /I "D:\OneDrive\OneDrive - ruhr-uni-bochum.de\Fitter\code_gen_2" /I ".\interface" /I "C:\Program Files\MATLAB\R2020a\extern\include" /I "." -DMODEL=opt_th_mex computeObjective_.c /Fobuild\win64\computeObjective_.obj

computeObjective_.c

computeObjective_.c(18): fatal error C1083: Datei (Include) kann nicht ge”ffnet werden: "ssq.h": No such file or directory

[10/87] cl /c /Zp8 /GR /W3 /EHs /nologo /MD /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0 /DMATLAB_MEX_FILE /DMATLAB_MEX_FILE /O2 /Oy- /DNDEBUG /fp:strict /I "." /I "D:\OneDrive\OneDrive - ruhr-uni-bochum.de\Fitter\code_gen_2" /I ".\interface" /I "C:\Program Files\MATLAB\R2020a\extern\include" /I "." -DMODEL=opt_th_mex opt_th.c /Fobuild\win64\opt_th.obj

opt_th.c

[11/87] cl /c /Zp8 /GR /W3 /EHs /nologo /MD /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0 /DMATLAB_MEX_FILE /DMATLAB_MEX_FILE /O2 /Oy- /DNDEBUG /fp:strict /I "." /I "D:\OneDrive\OneDrive - ruhr-uni-bochum.de\Fitter\code_gen_2" /I ".\interface" /I "C:\Program Files\MATLAB\R2020a\extern\include" /I "." -DMODEL=opt_th_mex computeFiniteDifferences.c /Fobuild\win64\computeFiniteDifferences.obj

computeFiniteDifferences.c

[12/87] cl /c /Zp8 /GR /W3 /EHs /nologo /MD /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0 /DMATLAB_MEX_FILE /DMATLAB_MEX_FILE /O2 /Oy- /DNDEBUG /fp:strict /I "." /I "D:\OneDrive\OneDrive - ruhr-uni-bochum.de\Fitter\code_gen_2" /I ".\interface" /I "C:\Program Files\MATLAB\R2020a\extern\include" /I "." -DMODEL=opt_th_mex squareQ_appendCol.c /Fobuild\win64\squareQ_appendCol.obj

squareQ_appendCol.c

[13/87] cl /c /Zp8 /GR /W3 /EHs /nologo /MD /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0 /DMATLAB_MEX_FILE /DMATLAB_MEX_FILE /O2 /Oy- /DNDEBUG /fp:strict /I "." /I "D:\OneDrive\OneDrive - ruhr-uni-bochum.de\Fitter\code_gen_2" /I ".\interface" /I "C:\Program Files\MATLAB\R2020a\extern\include" /I "." -DMODEL=opt_th_mex xcopy.c /Fobuild\win64\xcopy.obj

xcopy.c

[14/87] cl /c /Zp8 /GR /W3 /EHs /nologo /MD /D_CRT_SECURE_NO_DEPRECATE /D_SCL_SECURE_NO_DEPRECATE /D_SECURE_SCL=0 /DMATLAB_MEX_FILE /DMATLAB_MEX_FILE /O2 /Oy- /DNDEBUG /fp:strict /I "." /I "D:\OneDrive\OneDrive - ruhr-uni-bochum.de\Fitter\code_gen_2" /I ".\interface" /I "C:\Program Files\MATLAB\R2020a\extern\include" /I "." -DMODEL=opt_th_mex fmincon.c /Fobuild\win64\fmincon.obj

fmincon.c

D:\OneDrive\OneDrive - ruhr-uni-bochum.de\Fitter\code_gen_2\codegen\mex\opt_th\fmincon.c(159) : warning C4700: Die nicht initialisierte lokale Variable "FiniteDifferences" wurde verwendet.

ninja: build stopped: subcommand failed.

Thank you in advance!

Sven

[Walter Roberson]

double obj(double x)

The function expects a value, not a pointer to a value.

y = coder.ceval('obj',coder.ref(x));

You are passing a pointer to the value, not the value itself.

y = coder.ceval('obj', x);     %just pass the value

[Sven Pohl]

That worked! Thank you so much!

[Walter Roberson]

Did that solve the entire problem? I just expected it to be a small bug for execution time

[Sven Pohl]

It solved the entire problem. Now I was also able to build a mex file passing additional parameters to the objective in c++. Thank you again, you saved me a lot of time!

Answer 1

[Walter Roberson]

Copying from my comment, as apparently it turned out to solve the entire problem:

double obj(double x)

The function expects a value, not a pointer to a value.

y = coder.ceval('obj',coder.ref(x));

You are passing a pointer to the value, not the value itself.

y = coder.ceval('obj', x);     %just pass the value