Using other solvers for models generated by optimproblem

Hello,

I am wondering if there is a way to use other solvers to solve models (problems) built by new optimization toolbox (i.e. optimproblem, optimvar, optimconstr, etc.)? Because if MATLAB uses it's own solvers and needs to struct A, b, and c matrix and vectors, just an output of these parameters will facilitate using all other well-known solvers too.

Answer 1

[Matt J]

You can use prob2struct to help convert a problem-based description of the linear constraints to the matrices required by other Optimization Toolbox solvers.

However, you cannot use the problem-based framework to solve arbitrary nonlinear optimization problems directly. Also, any problem component requiring a function handle specification, like nonlinear objective functions or constraints in fmincon, must be provided separately by you.

[Matt J]

Vahid Mahmoodian replied:

Matt,

This was exactly what I am looking for, and it helps a lot. I knew MATLAB does not let such a useful function go.

Thanks a lot

[Matt J]

You are welcome.