Solver Platform SDK - MATLAB® Procedural API

Solver Platform SDK - MATLAB® Procedural API

This page illustrates how you can solve the following constrained nonlinear optimization problem:

Minimize

   x1*x1 + x2*x2

Subject to:

   x1 + x2 = 1
   x1 * x2 >= 0
   0 <= x1, x2 <= 1

using the Solver Platform SDK with its MATLAB Procedural API.  Click the links below to see example MATLAB code written using the SDK's other APIs.

To solve a constrained nonlinear optimization problem using the Procedural API, you must write a MATLAB function (called an Evaluator in the terminology of the SDK) that computes values for the objective and constraints.  You can access a wide range of information about the problem and the current state of the solution in this Evaluator, and signal whether the SDK should continue or terminate the solution process early.

function ret = EvaluateCallback(prob, refuser, evaltype)
   var = SolverSDK('VarValue', prob, 'MyVars');
   fcn = [0 0];
   fcn(1) = var(1) + var(2); % x1 + x1 = 1
   fcn(2) = var(1) * var(2); % x1 * x2 >= 0
   obj = var(1)*var(1) + var(2)*var(2); % objective
   SolverSDK('FcnValueSet', prob, 'MyCons', fcn);
   SolverSDK('FcnValueSet', prob, 'MyObj', obj);
   ret = 'Continue';
end

You call functions to create a Problem object, and add this Evaluator to the Problem object's collection of Evaluators.  In this example, we specify constraints with "right hand sides" and "relations" (<=, =, >=).  The SDK offers several ways to specify constraints -- another way is shown in the Object-Oriented API example code.

For any type of optimization problem, you simply call SolverSDK ('SolverOptimize', prob).  All errors are reported by raising exceptions, which will cause the catch clause to be executed.

rhs = [1 0];
rel = {['EQ'] ['GE']};
try
   prob = SolverSDK('Problem');
   SolverSDK('ProbTypeSet', prob, 'Minimize', 'OptNLP');
   SolverSDK('VariableAdd', prob, 'MyVars', 'Decision', 2);
   SolverSDK('FunctionAdd', prob, 'MyCons', 'Constraint', 2);
   SolverSDK('FunctionAdd', prob, 'MyObj', 'Objective', 1);
   SolverSDK('FcnRelation', prob, 'MyCons', rel, rhs);
   SolverSDK('EvaluatorAdd', prob, 'EvaluateCallback',
      '', 'Function');
   [status, objval] = SolverSDK('SolverOptimize', prob);
   x = SolverSDK('VarFinalValue', prob, 'MyVars');
catch
   errstr = lasterror;
   disp(errstr.message);
end
if prob ~= 0
   SolverSDK('ProbFree', prob);
end

< Back to MATLAB API Overview 

< Back to MATLAB Users Start Here

Try for Free

For instant access to our white papers, example models, full-text User Guides, and to download free trial versions of our software, register now with no obligation.
User type
Email address
Name
First Last
Company
University
Phone

No credit card required for trial. Trial passwords are sent to the above email address. Our Privacy Policy protects you.