Different number of function evaluations and iterations while using MEX of objective function in patternsearch

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aksri
aksri 2023-12-4
评论： Torsten 2023-12-6
I generated a MEX function of my objective function to speed up the optimization process (pattern search) using Matlab coder (Matlab R2023b). The optimization with pattern search using the MEX function results in identical solutions. However, the number of function evaluations used by patternsearch is different while using the MEX of objective function. Similarly, the number of iterations employed by patternsearch is also different when I use the MEX function. The rest of the settings are identical.
I am not able to figure out the cause behind this discrepancy since MEX is essentially the same function.
Thanks in advance for any help in understanding this!
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aksri
aksri 2023-12-6
Thanks @Torsten and @Steven Lord. Here is how I am calling the function:
%ObjectiveFunction = @(R) MyFun(R,par1,par2,…);
ObjectiveFunction = @(R) MyFun_mex(R,par1,par2,…); % When using Mex of MyFun
options = optimoptions('patternsearch','Display','iter', ...
'CacheSize',inf,'UseParallel',true,..);
%start optimization
[R,Fval,exitflag,output] = patternsearch(ObjectiveFunction,R0,...
A,b,[],[],LB,UB,[],options);
Feval= output.funccount;
In a single simulation, I am calling patternsearch 4 times for 4 different usecases. It is the last case i.e. the 4th call to patternsearch which gives me different number of function evaluations. The first 3 cases are identical for both MyFun and MyFun_mex.

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