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Excel add in problem with INTLINPROG function

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Bannour
Bannour on 28 May 2020
Commented: Bannour on 1 Jun 2020
Hi,
I compiled the SELECT_PROJ.m function with the library compiler for Excel. During the execution of the function, excel returned an error message (See screenshot "ExcelAddin_INTLINPROG.png").
The function works very well in the matlab environment.
You can try the "SELECT_PROJ" function with the following parameters:
p=binornd(1,0.7,1,50);
X1=randi([0 10],[5 50]);
X2=sum(p.*X1,2);
alpha=0.05;
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function y=SELECT_PROJ(X1,X2,alpha)
N=length(X1);
f = [];
intcon = 1:N;
Aeq=[];
beq=[];
A=[X1;-X1];
b=[(1+alpha)*X2;-(1-alpha)*X2];
lb = zeros(N,1);
ub = ones(N,1);
y = intlinprog(f,intcon,A,b,Aeq,beq,lb,ub);

  2 Comments

Alan Weiss
Alan Weiss on 1 Jun 2020
That error in intlinprog has been made much less frequent in newer MATLAB versions. What version are you running?
Alan Weiss
MATLAB mathematical toolbox documentation
Bannour
Bannour on 1 Jun 2020
Hi,
I'm using 2017b version.
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MATLAB Version: 9.3.0.713579 (R2017b)
MATLAB License Number: 1115960
Operating System: Microsoft Windows 10 Entreprise Version 10.0 (Build 15063)
Java Version: Java 1.8.0_121-b13 with Oracle Corporation Java HotSpot(TM) 64-Bit Server VM mixed mode
-----------------------------------------------------------------------------------------------------
MATLAB Version 9.3 (R2017b)
Curve Fitting Toolbox Version 3.5.6 (R2017b)
Database Toolbox Version 8.0 (R2017b)
MATLAB Compiler Version 6.5 (R2017b)
Optimization Toolbox Version 8.0 (R2017b)
Statistics and Machine Learning Toolbox Version 11.2 (R2017b)

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Answers (1)

Alan Weiss
Alan Weiss on 1 Jun 2020
Sorry, the major change I know about occurs in R2019a (see Functionality Being Removed or Changed). I don't know how to help you easily for your version. The error comes about from a stall in the solution process. This usually occurs "... from linear constraint matrices that have large condition number, or problems that have large solution components. To correct these issues, try to scale the coefficient matrices, eliminate redundant linear constraints, or give tighter bounds on the variables." (I am quoting the R2019a exitflag description for new exit flags that correspond to this error in your software version.)
Good luck,
Alan Weiss
MATLAB mathematical toolbox documentation

  1 Comment

Bannour
Bannour on 1 Jun 2020
Hi Alain,
I do not think that the problem is due to the linear constraints or the coefficients of the matrices. the SELECT_PROJ.m function works well in the matlab environment. You can try it with the settings below. I think the result compiled with the 'Matlab Compiler' tool is causing a problem.
Thank you !

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