Anonymous function alternative for MATLAB Coder?

I'm using fmincon and would like to export my code to C++ via MATLAB Coder. However, my objective function uses more arguments than just the variable being optimised. To allow this, I use an anonymous function handle for my objective function:

idealx=fmincon(@(x)obj_fun(x,y,z,...),...);

MATLAB Coder does not support anonymous functions. What alternative can I use to pass additional objective function arguments that MATLAB Coder supports?

[Ryan Livingston]

MATLAB Coder unfortunately does not support fmincon either since it isn't in the list of supported functions.

Answer 1

[Muthu Annamalai]

You may write out your function with extra arguments as object.

First define this class,

classdef FcnWithArgs
   properties
    a
    b
    c
   end
   methods
     function obj = FcnWithArgs(a,b,c)
         obj.a = a;
         % etc.
     end
     function yval = invoke(obj,xval)
         yval = original_function( xval, obj.a, obj.b, obj.c )
     end
  end
end

Next you can make an instance of this class and use it with fmincon This could be codegen compatible. Worth a try.

Answer 2

[Ryan Livingston]

For the general issue of replacing an anonymous function for code generation, see this question on fminsearch that describes modelling an anonymous function using persistent variables.