[WIP] MATLAB interface

[stefphd]

Hi Charlie,

I've just written a first draft of the MATLAB interface. It has also some minor changes in the C/C++ interface. For now it's only a draft, may be unstable at the moment.

Track list:

• Create low-level matlab mex functions result = uno_optimize(model[, options, callbacks]) and options = uno_options([preset])
• Create readme for matlab interface
• Create HS015 problem example
• Use explicit sparsity pattern in matlab low-level interface
• Add argument validation functions in interfaces\Matlab\Uno_mex_utilities.hpp
• Add argument validation inuno_optimize mex function
• Add high-level (fmicon-like) interface
• Add github action (Windows)
• Add github action (MacOS)

[cvanaret]

Really cool Stefano!
Do we need a self-hosted runner with a Matlab license to test the interface in a Github Action or can we do that on the Github runners?

[stefphd]

Hi @cvanaret

As far I know, it's possible to use Matlab on the Github runners for public repos, so no need for self-hosted runners (see here). So far, I was able to build a Matlab mex (via cmake) even for a private repo without a Matlab license, as this step only requires the Matlab installation and doesn’t actually call MATLAB itself. I’ll try running a test on GitHub runners to confirm that this works as well.

[cvanaret]

The Github action runs, well done 🥳

[cvanaret]

@stefphd sorry for the many changes we're merging into main 😅 Let me know if you need anything.

[worc4021]

If you've verified this works with a particular matlab version I'd recommend pinning it on that version. There have been several minor changes in the mex behaviour over the past couple of versions that could cause unnecessary heartache.