Using MATLAB library functions with outside solvers

Hello all,

Can I build an optimization problem using libraries in MATLAB, e.g. Rainflow from the signal processing toolbox, and call outside solvers like CPLEX/CONOPT in the end of the script to solve it?

Two comments -

1. Optimization problem: continuous but non-differentiable, so challenging to solve nested optimization problems
2. The specific Rainflow library is not easily available in other solvers' GUI. Also, outside solvers have their own syntax that doesn't allow any MATLAB inbuilt library call inside it, e.g., calling Rainflow function to build optimization problem.

Does anybody know how to use MATLAB libraries and outside solvers?

Answer 1

[Supraja]

Assuming that you have created your model in Simulink, Simulink does not allow users to use custom solver instead of the ones available in Simulink.

You can follow the guide here to choose the right solver for your model.

[Rajni Bansal]

I am not using Simulink. I wrote my model using optimization and signal processing toolbox.