Matlab Interface¶

Installation¶

Build trlib as declared in installation with CMake flag TRLIB_BUILD_MEX set to ON. At the moment, there is nothing in CMake to install the interface. You have to ensure that $TRLIB_BUILD_DIR/bindings/matlab is found by your Matlab Installation.

Usage¶

From Matlab you can access trlib via the functions trlib, trlib_options, trlib_problem, trlib_set_hotstart and trlib_solve.

trlib is a convenience function above the others that does everything in one step:

>> Hess = diag(sparse(linspace(-1, 100, 10000)));
>> grad = ones(10000, 1);
>> [x, flag] = trlib(Hess, grad, 0.1);
>> norm(x)

In this example we solve the indefinite problem

\[\min_{x \in \mathbb R^{10000}} \tfrac 12 \sum_{i = 1}^{10000} \left( \, (-1+101 \tfrac{i-1}{9999}) \, x_i^2 + x_i \right) \quad \text{s.t. } \Vert x \Vert \le 0.1\]

Hotstart¶

It is possible to hotstart the solution in the case that only the radius in the norm constraint changes. This is typically the case in applications in nonlinear programming after a rejected step. To employ hotstart after solution, you have to store the TR cell structure that contains data of the previous solution process and call trlib_set_hotstart before the next solution:

>> Hess = diag(sparse(linspace(-1, 100, 10000)));
>> grad = ones(10000, 1);
>> [x, flag, prob, TR] = trlib(Hess, grad, 0.1);
>> norm(x)
>> trlib_set_hotstart(TR);
>> [x, flag, prob, TR] = trlib_solve(prob, 0.05, TR);
>> norm(x)

Matlab API Documentation¶

For a documentation of the matlab API use the help command in matlab on the functions trlib, trlib_options, trlib_problem, trlib_set_hotstart and trlib_solve.