Using Matlab coder with lsqcurvefit(), can not pass optimoptions as an argument to the target function

I want to convert my function to mex using matlab coder. The function fits data to an exponential model.

function ab_fitted = my_fit_ab_1(x0, xdata, ydata)
simple_exp_func = @(x, xdata) x(1)*exp(-x(2)*xdata);   % y=a*exp(-b)
Opt = optimoptions('lsqcurvefit','Algorithm','levenberg-marquardt','MaxIter', 100);
ab_fitted = lsqcurvefit(simple_exp_func, x0, xdata, ydata, [],[], Opt);
end

The script main_1.m that calls my_fit_ab_1() is as follows,

clear

a = rand();
b = rand();
xdata = rand(8,1);
ydata = a*exp(-b*xdata);

x0 = [rand, rand];
ab_fitted = my_fit_ab_1(x0, xdata, ydata);

With matlab coder App, I can easily convert my_fit_ab_1() to mex file my_fit_ab_1_mex.mexw64.

However, if I want to pass the variable Opt as an argument, i.e. my_fit_ab_2.m

function ab_fitted = my_fit_ab_2(x0, xdata, ydata, Opt)
simple_exp_func = @(x, xdata) x(1)*exp(-x(2)*xdata);   % y=a*exp(-b)
ab_fitted = lsqcurvefit(simple_exp_func, x0, xdata, ydata, [],[], Opt);
end

and main_2.m

clear

a = rand();
b = rand();
xdata = rand(8,1);
ydata = a*exp(-b*xdata);
Opt = optimoptions('lsqcurvefit','Algorithm','levenberg-marquardt','MaxIter', 100);

x0 = [rand, rand];
ab_fitted = my_fit_ab_2(x0, xdata, ydata, Opt);

the coder says " The 'optim.options.Lsqcurvefit' class does not support code generation. "

Why optimoptions can be set inside the function while can not be passed as an argument?

I've attached the four files mentioned above.

Answer 1

[Steve Grikschat]

Hi Xingwang,

Despite support for the optimoptions function, the objects it generates are not supported for code generation. In the generated code, optimoptions generates structs of options.

As a workaround, I can suggest 2 alternatives, both of which require you to call optimoptions in the function that is being codegened:

1. The most simple, which will work for this case but won't scale well is to pass the individual options you want set as inputs to your function. This won't be as easy to update as you add more options.

function ab_fitted = my_fit_ab_2(x0, xdata, ydata, maxiter)
Opt = optimoptions('lsqcurvefit','Algorithm','levenberg-marquardt','MaxIterations',maxiter);
simple_exp_func = @(x, xdata) x(1)*exp(-x(2)*xdata);   % y=a*exp(-b)
ab_fitted = lsqcurvefit(simple_exp_func, x0, xdata, ydata, [],[], Opt);
end

2. If you anticipate wanting to toggle different options in the future, then try passing a struct of options that can be copied over into the optimoptions:

function ab_fitted = my_fit_ab_2(x0, xdata, ydata, optIn)
f = fieldnames(optIn);
Opt = optimoptions('lsqcurvefit','Algorithm','levenberg-marquardt');
for k = 1:numel(f)
    thisOption = f{k};
    Opt.(thisOption) = optIn.(thisOption);
end
simple_exp_func = @(x, xdata) x(1)*exp(-x(2)*xdata);   % y=a*exp(-b)
ab_fitted = lsqcurvefit(simple_exp_func, x0, xdata, ydata, [],[], Opt);
end

To generate code for this, try this script:

dblMatType = coder.typeof(double(1), [8, 1], [1, 1]);
dblVecType = coder.typeof(double(1), [2, 1], [1, 1]);
dblScalarType = coder.typeof(double(1), [1, 1], [1, 1]);
optsType = struct('Algorithm', 'levenberg-marquardt', 'MaxIterations', dblScalarType);
cfg = coder.config('mex');

%            x0          xdata      ydata      opts
cArgs = {dblVecType, dblMatType, dblMatType, optsType};
codegen -config cfg my_fit_ab_2 -args cArgs

Note that the 4th input is a struct of "typeof" objects that you can add to as needed.

[Xingwang Yong]

The 2nd solution seems useful, I'll try it. Thank you Steve!