Fmincon requires SQP algorithm

When I run fmincon with SQP algorithm, I get no problems. However, when I switch to 'active-set' or 'interior-point', I get the error:

OPTIMOPTIONS property 'Algorithm' must be one of the following values for fmincon:
'sqp', 'sqp-legacy'

I'm trying to use a different algorithm because the documentation says that interior-point can run faster for sparse problems, so I want to test that.

[Steven Lord]

Can you post a small section of the code showing how you call optimoptions and call fmincon or solve?

[SEEmULATER]

Sure, here is a snippet of how these are called

myopts = optimoptions('fmincon');
myopts.Algorithm = 'active-set'; % So far, only works with sqp

[z,fval,exitflag,output] = fmincon(fcn,z0,[],[],G0eq,E1eq*x,lb,ub,[],myopts);

[Swatantra Mahato]

Hi

Looking at the error message, I am assuming that you are using the funciton 'fmincon' with code generation, in which case 'sqp' and 'sqp-legacy' are indeed the only algorithms fmincon supports. This is mentioned in the documentation

https://www.mathworks.com/help/optim/ug/code-generation-in-fmincon.html

If this is not the case, can you let me know the version of MATLAB and Operating system you are using, and if possible, share the code you are getting the error with so I can replicate the issue on my end?

Thanks

[SEEmULATER]

Hi

I am not using code generation. I am using MATLAB 2020b on Ubuntu 20.04. Thank you for looking at this! The files are attached. Run the Sim_Working.m script.

Answer 1

[Swatantra Mahato]

Hi,

It looks like the error shows up in the MATLAB Funciton Block. Kindly refer the following documentation link on how MATLAB Function Blocks work

https://www.mathworks.com/help/simulink/ug/what-is-a-matlab-function-block.html

In particular, note that "C/C++ code generation limitations for MATLAB Coder also apply to MATLAB Function blocks.". To use a different algorithm for your simulation you can use "coder.extrinsic" and refactor your code as mentioned in the below link

https://www.mathworks.com/matlabcentral/answers/112543-how-do-i-call-an-anonymous-function-inside-the-matlab-function-block-in-simulink-8-1-r2013a

Hope this helps

[SEEmULATER]

This helps tremendously, thank you so much!!