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| A grand unified Matlab gateway for the CUTEst tools. | |
| This interface brings together the unconstrained, constrained, | |
| dense and sparse versions of the CUTEst tools. | |
| In order to unify the tools and be able to use the same Matlab commands on | |
| both constrained and unconstrained problems, the tool names in this | |
| interface differ from the those in the old Fortran gateway routine. | |
| Getting started | |
| --------------- | |
| Make sure you have correctly set the following environment variables: | |
| MYMATLAB directory containing Matlab. Matlab's mex executable | |
| should be found under $MYMATLAB/bin. | |
| MYMATLABARCH CUTEst architecture built with Matlab support. | |
| Let's try and decode a problem and load it up in Matlab: | |
| $ cutest2matlab LUBRIFC # This is the shell prompt | |
| $ matlab & | |
| >> prob = cutest_setup() % This is the Matlab prompt | |
| prob = | |
| n: 3751 % number of variables | |
| m: 2500 % number of constraints | |
| nnzh: 8749 % number of nonzeros in Hessian of Lagrangian | |
| nnzj: 1572494 % number of nonzeros in constraint Jacobian | |
| x: [3751x1 double] % initial guess | |
| bl: [3751x1 double] % lower bounds on variables | |
| bu: [3751x1 double] % upper bounds on variables | |
| v: [2500x1 double] % initial Lagrange multipliers | |
| cl: [2500x1 double] % left-hand side of constraints | |
| cu: [2500x1 double] % right-hand side of constraints | |
| equatn: [2500x1 logical] % array indicating equality constraints | |
| linear: [2500x1 logical] % array indicating linear constraints | |
| name: 'LUBRIFC ' % problem name | |
| >> [f,g] = cutest_obj(prob.x); | |
| If the above does not work as expected for you, please e-mail | |
| dominique.orban@gerad.ca with a description of the commands you run, the | |
| results you get and error messages, if any. | |
| Decoding a problem from inside Matlab | |
| ------------------------------------- | |
| At the Matlab prompt, type | |
| >> setenv('DYLD_LIBRARY_PATH', '/usr/local/bin:/opt/local/lib:') | |
| >> !sifdecoder LUBRIFC | |
| The problem should be decoded in the current directory. More programmatically, | |
| you may use constructions such as | |
| >> probname='LUBRIFC'; | |
| >> cmd = ['sifdecoder ', probname]; % Note the trailing blank. | |
| >> unix(cmd); | |
| In order to create a MEX file, you can proceed similarly | |
| >> cmd=['runcutest -p matlab -D ', probname]; | |
| >> unix(cmd); | |
| Troubleshooting | |
| --------------- | |
| If Matlab complains that | |
| Symbol not found: __gfortran_transfer_array_write | |
| Referenced from: /private/tmp/cutest-matlab/mcutest.mexmaci64 | |
| Expected in: /Applications/Matlab/MATLAB_R2015b.app/sys/os/maci64/libgfortran.3.dylib | |
| (the paths may look different on your system) the solution consists in editing `.matlab7rc.sh`. On OSX, this file is found in /Applications/Matlab/MATLAB_R2015b.app/bin. Open the file and search for your MEX architecture (e.g., `maci64`) and look for the line | |
| LDPATH_PREFIX='' | |
| Insert the path where your `libgfortran` is found, e.g., | |
| LDPATH_PREFIX='/usr/local/lib/gcc/5' | |
| and restart Matlab. | |
| Reference | |
| --------- | |
| The table below may be obtained with the command 'help cutest' at the | |
| Matlab prompt. | |
| -------------------------------------------------------------------------- | |
| Matlab Tool CUTEst library function(s) Purpose | |
| -------------------------------------------------------------------------- | |
| dims cdimen Obtain problem dimensions | |
| setup usetup / csetup Setup problem data structure | |
| obj uofg / cofg Evaluate objective function value | |
| and its gradient if requested | |
| grad ugr / cgr Evaluate the objective gradient | |
| objcons cfn Evaluate objective and constraints | |
| cons ccfg / ccifg Evaluate constraint bodies | |
| and their gradients if requested. | |
| Evaluate a single constraint value | |
| and its gradient if requested | |
| scons ccfsg / ccifsg Evaluate constraint bodies and | |
| Jacobian in sparse format. | |
| Evaluate a single constraint value | |
| and its gradient as a sparse vector | |
| lag clfg Evaluate Lagrangian function value | |
| and its gradient if requested | |
| lagjac cgr Evaluate Jacobian and gradient of | |
| either objective or Lagrangian | |
| slagjac csgr Evaluate Jacobian in sparse format | |
| and gradient of either objective or | |
| Lagrangian as a sparse vector | |
| Jprod cjprod Evaluate the matrix-vector product | |
| between the Jacobian and a vector | |
| Jtprod cjprod Evaluate the matrix-vector product | |
| between the transpose Jacobian and | |
| a vector | |
| hess udh / cdh Evaluate the Hessian matrix of the | |
| Lagrangian, or of the objective if | |
| the problem is unconstrained | |
| ihess udh / cidh Evaluate the Hessian matrix of the | |
| i-th problem function (i=0 is the | |
| objective function), or of the | |
| objective if problem is unconstrained | |
| hprod uprod / cprod Evaluate the matrix-vector product | |
| between the Hessian of the | |
| Lagrangian | |
| (or the objective if unconstrained) | |
| and a vector | |
| gradhess ugrdh / cgrdh Evaluate the gradient of either the | |
| objective or the Lagrangian, the | |
| Jacobian (or its transpose) and the | |
| Hessian of the Lagrangian in dense | |
| format | |
| sphess ush / csh Evaluate the Hessian matrix of the | |
| Lagrangian, or of the objective if | |
| the problem is unconstrained, in | |
| sparse format | |
| isphess ush / cish Evaluate the Hessian matrix of the | |
| i-th problem function (i=0 is the | |
| objective function), or of the | |
| objective if problem is | |
| unconstrained, in sparse format | |
| varnames varnames Obtain variable names as strings | |
| connames cnames Obtain constraint names as strings | |
| terminate uterminate / cterminate Remove existing internal workspace | |
| -------------------------------------------------------------------------- | |
| * To create the Matlab/CUTEst interface, use the cutest2matlab command or, | |
| for more control, the runcutest command with the -p matlab option. | |
| This will create a binary file mcutest.mexglx (32bit Linux), | |
| mcutest.mexa64 (64bit Linux) mcutest.mexmaci (32bit OSX) or | |
| mcutest.mexmaci64 (64bit OSX). | |
| * Both this binary and the Matlab .m files in $CUTEST/src/matlab must be | |
| placed on the Matlab search path. | |
| * See the man page for runcutest for more details of other options, and the | |
| Matlab help files for the tools mentioned above. | |
| CUTEr version: | |
| D. Orban, Montreal, January 2007 | |
| CUTEst version additions: | |
| Nick Gould, January 2013 |