Matlab invocation from C# - how to pass in a function as a function argument to fminunc

I am trying to use the Matlab optimization toolbox from C# and want to do all my coding within c# , using the Matlab Engine API.

I am trying this with the code from the example given in "Tutorial for Optimization Toolbox"

f = @(x,y) x.*exp(-x.^2-y.^2)+(x.^2+y.^2)/20;
fun = @(x) f(x(1),x(2));
options = optimoptions('fminunc','Algorithm','quasi-newton');
[x, fval, exitflag, output] = fminunc(fun,x0,options);

When I want to invoke the function fminunc - the first argument I need to pass in is a fuction name. I am facing two problems with this

1) How do I write the first line in C# code ? This anonymous function "f = @(x,y) x.*exp(-x.^2-y.^2)+(x.^2+y.^2)/20;"

2) How do I pass in "fun" as the first argument when invoking fminunc

using (dynamic matlab = MATLABEngine.StartMATLAB()){
...
...
matlab.fminunc(???
...
}

Answer 1

[Divyanshu]

Hi Tanveer,

In order to use the MATLAB Optimization toolbox from C#, you are using MATLAB.Engine API to convert/use your C# code to execute the example given in 'Tutorial for Optimization Toolbox'.

In this workflow you are facing certain challenges, please refer the following pointers for possible workarounds:

• If direct conversion of code given in example to C# is difficult, you can write the entire piece of code in a new normal MATLAB function.
• Now you can simply call the newly created function from the C# code using MATLAB Engine API.

The above workaround no more requires conversion of anonymous function to C# and also now no need to pass 'fun' as argument, because the entire code is just inside another MATLAB function which is directly called from C# using Engine API.

You can refer the following documentation for more information on how to 'Execute MATLAB functions from .NET':

https://www.mathworks.com/help/releases/R2022b/matlab/matlab_external/execute-matlab-functions-from-net.html

Hope it helps!