Hello everyone,
I have a relatively unique use case for Julia and CxxWrap.jl. To provide some background, my current research involves employing heuristic optimization algorithms to assist in solving spacecraft trajectory optimization problems. Previously, I employed a particle swarm optimization algorithm written in Julia (see link if interested) with promising results. Now, I hope to present a new conference paper comparing several different heuristic optimization algorithms, and would like to include MATLAB’s Genetic Algorithm and Simulated Annealing implementations.
Using MATLAB poses some problems though, namely:
- The cost function I plan to minimize relies heavily on features within
DifferentialEquations.jl, so simply re-writing the code in MATLAB is not an option. -
Mex.jlprovides the ability to call Julia functions directly from MATLAB, but is no longer maintained. (I’ve also attempted to use the fork at jebej/Mex.jl without success, but this may still be an option if I can get it working) - The cost function will be called many times per optimization run (potentially > 1,000,000 function calls), so low latency is extremely desirable.
Why not just use other optimization algorithms written in Julia? I plan to! Especially some of the fantastic algorithms contained in BlackBoxOptim.jl. That said, MATLAB is (one of) the most widely used languages in my field (Aerospace Eng.), and results produced by MATLAB optimization algorithms may be more relatable. Not to mention the MATLAB global optimization suite is very mature and heavily tested.
After spending a few days looking into options, I’ve tentatively settled on employing CxxWrap.jl for calling Julia functions from C++ and compiling a dynamic library containing C++ functions that call corresponding Julia functions. It’s then relatively simple to call C++ dynamic libraries from MATLAB, so ideally, MATLAB would interface with the C++ library, and would call a C++ function, which then calls its associated Julia function. I’m relatively inexperienced with C++, so please bare with me and/or correct me if any of the language I’m using is incorrect.
The use case of calling C++ in Julia is relatively common at this point, but the inverse does not seem to be true. As such, I’ve been struggling to get even a MWE using CxxWrap.jl working at this point. Following the documentation at JuliaInterop/CxxWrap.jl, on the Julia side I have:
module TestModule
using CxxWrap
testf(x,y) = x*y
c_func = @safe_cfunction(testf, Float64, (Float64, Float64))
end
On the C++ side, for now I want to just simply call the Julia function using CxxWrap, with something along the lines of:
#include <iostream>
#include <julia.h>
#include "jlcxx/jlcxx.hpp"
int main(int argc, char *arg[])
{
double result;
\\ Call Julia c_func from TestModule and store result in result
std::cout << "Julia function returned: " << result << std::endl;
return 0;
}
Any and all help on getting my simple MWE working would be greatly appreciated. Once working, hopefully we can then use this discussion for further assistance on implementing my full use case if needed. I’m also completely open to alternative suggestions for calling Julia from MATLAB if my current plan is not possible or if easier solutions exist.
Thank you!