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I have a .mex64 function that was build from C++ libraries (IPOPT solver) and is able to solve an optimzation problem (NLP constraint).
I can call this function from an .m file easily, but how should I do it in Simulink? An S-function will build a mex file, but I already have this MEX file.
The final goal is to run the optimization in real-time (Model Predictive Control) on a XPC target machine.
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for the xPC Target you will need to have the source code of IPOPT solver available. You can write your S-function and for compilation add all source files for IPOPT. Should work, but I guess your solver code (and therefore the resulting S-function) will be fairly large ...