How to convert string to optimization variable?

I'm doing constrained optimization problems using the "problem based optimization workflow". I'm using a set of equations which have been constructed through string concatenation as the optimizaton variables. I now need to convert these strings to optimvars. It's simple to convert these strings to symbolic variables (just use str2sym), but I can't find anything anologous for optimvars. Any ideas on how to do this?

[Ephraim Bryski]

I ended up using "eval" function to solve this issue, but I know "eval" is not recommended.

Answer 1

[Matt J]

I ended up using "eval" function to solve this issue, but I know "eval" is not recommended.

If you have many optimvars, then piecing your optimization expressions together through string concatenation is probably already a bad idea, even without eval. If you have a small number of optimvars, then avoiding eval probably doesn't gain you very much.

In any case, one way to avoid eval is to use str2func, e.g.

str='z.^2+z'; %string representing optimization expression

f=str2func("@(z)"+str);

x=optimvar('x');

expr=f(x)

expr = 
  Quadratic OptimizationExpression

    x^2 + x

Answer 2

[Hornett]

Hi Ephraim,

I understand that you would like to create ‘optimvars' from string equations without using eval function.

There is an alternative method to create 'optimvar' objects from strings without using 'eval’. You can use a dynamic struct to store the optimization variables. Here's an example:

% Example strings representing optimization variables 
varString1 = 'x'; 
varString2 = 'y'; 

% Create a struct to store the optimization variables 
optimVars = struct(); 

% Create optimvar objects and store them in the struct 
optimVars.(varString1) = optimvar(varString1, 1); 
optimVars.(varString2) = optimvar(varString2, 1); 

% Access the optimvar objects 
disp(optimVars.x); 
disp(optimVars.y); 

In this code, a struct named ‘optimVars’ is created to store the optimization variables. The ‘(varString)' syntax is used to dynamically create fields in the struct using the strings as field names.

The 'optimvar' function is called to create the 'optimvar’ objects, and they are stored in the struct using dynamic field names.

You can then access and use the ‘optimvar' objects by referencing the fields of the struct.

Using a dynamic struct to store the optimization variables provides a safer alternative to ‘eval' since it avoids executing arbitrary code. It also allows for more flexibility in managing and accessing the optimization variables.

I suggest you refer the following documentation to know more about ‘optimvars' from MATLAB documentation: https://www.mathworks.com/help/optim/ug/problem-based-workflow.html

I hope this alternative method helps you create ‘optimvar' objects from strings in the problem-based optimization workflow. Let me know if you have any further questions!