Formulate mhe cost function using matlab interface

Lingbing · September 9, 2025, 1:34pm

Hi
I would like to implement the discount cost function for MHE using acados matlab interface.

I am aware of that we can update the discount factor eta by setting scaling using command cost_set() in python interface.

Is there a similar method in matlab interface to achieve that? because I could not find the cost_set()command in matlab interface.

Thanks.
Lingbing

kaethe · September 16, 2025, 1:35pm

Hi

you can set the scaling in Matlab by specifying the corresponding solver option:

github.com/acados/acados

interfaces/acados_matlab_octave/AcadosOcpOptions.m

5da8b905b


      
          levenberg_marquardt
          collocation_type
          sim_method_num_steps   %  number of steps in integrator
          sim_method_num_stages  %  size of butcher tableau
          sim_method_newton_iter
          sim_method_newton_tol
          sim_method_jac_reuse
          sim_method_detect_gnsf
          time_steps
          shooting_nodes
          cost_scaling
          Tsim
          qp_solver              %  qp solver to be used in the NLP solver
          qp_solver_tol_stat
          qp_solver_tol_eq
          qp_solver_tol_ineq
          qp_solver_tol_comp
          qp_solver_iter_max
          qp_solver_cond_N
          qp_solver_cond_block_size
          qp_solver_warm_start

The scaling can not be changed after solver creation.

Hope this is helpful,
Katrin

Lingbing · September 16, 2025, 1:52pm

Thanks for the reply. It could be an option.
I have already implemented the discounted MHE scheme by setting an external cost function.