Error using "mskoptimset"

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MohammadReza Jabbari (Jabari)
Commented: Walter Roberson on 3 Mar 2023
Hi. I want to use "surrogateopt" or "ga" to solve mixed-integer programming. But I got this error for both solvers. If someone could help me, I would greatly appreciate it.
"Error using mskoptimset
Expected argument 2 to be a string parameter name or an options structure
created with mskoptimset.
Error in linprog (line 138)"
My code is as follows:
Objconstr = @(phi) DL_Sum_Throughput (phi, P_DL_b_m, h_b_m, sigma2, K);
A_Eq1 = kron( ones(1,B) , eye(M) ); % Dim: M x BM
A_Eq2 = kron( ones(1,K) , eye(M) ); % Dim: M x KM
A_Eq3 = zeros(1,K); % Dim: 1 x K
A_Eq = blkdiag( A_Eq1 , A_Eq2, A_Eq3 ); % Dim: 2M+1 x M(B+K)
b_Eq = [ones(2*M,1) ; 0]; % Dim: 2M+1 x 1
A_InEq1 = kron( eye(B) , ones(1,M) ); % Dim: B x BM
A_InEq2 = 2 - kron( eye(K) , ones(1,M) ); % Dim: K x KM
A_InEq3 = zeros(1,K); % Dim: 1 x K
b_InEq1 = round(P_DL_b'./sum(P_DL_b) *M); % Dim: B x 1
b_InEq2 = zeros(K,1); % Dim: K x 1
A_InEq = blkdiag(A_InEq1 , A_InEq2, A_InEq3); % Dim: B+K+1 x M(B+K)
b_InEq = [b_InEq1 ; b_InEq2; 0]; % Dim: B+K+1 x 1
intcon = 1:1:M*(B+K); % Decision Variables that are integer-valued
lb = zeros(1,M*(B+K)+K);
ub = [ones(1,M*(B+K)) , ones(1,K)*W_Total];
% ub = [ones(1,M*(B+K) + K)];
%% Mixed Integer Surrogate Optimization
options_surr = optimoptions('surrogateopt','PlotFcn','surrogateoptplot','ConstraintTolerance',1e-6,...
'MaxFunctionEvaluations',200);
problem_surr = struct('objective',Objconstr,'lb',lb,'ub',ub,'intcon',intcon,...
'Aineq',A_InEq,'bineq',b_InEq,'Aeq',A_Eq,'beq',b_Eq,'options',options_surr,'solver','surrogateopt');
[x_surr, fval_surr, exitflag_surr, output_surr, trials_surr] = surrogateopt(problem_surr);
  7 Comments
MohammadReza Jabbari (Jabari)
Edited: MohammadReza Jabbari (Jabari) on 3 Mar 2023
It might be because the "Mosek" solver not being installed on your system.
Walter Roberson
Walter Roberson on 3 Mar 2023
You do not call the Mosek solver in your code.
If the Mosek solver is interfering, then the problem is something in the Mosek solver, such as if the solver provides its own linprog() that is being called instead of MATLAB's.
Experiment with
restoredefaultpath; rehash toolboxcache
and see if the code starts working (or at least not giving the mosek error.) If it does then use tests such as
which -all linprog
or use the debugger to figure out where a non-mathworks function is being called.

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