How do I resolve the error "Cannot find authentication file" when compiling with MATLAB?

When compiling applications built in MATLAB with mcc from the  Matlab Compile toolbox:

mcc -m -R -nojvm filename.m

you may receive an error such as "Cannot find authentication file" and the exception "ErrInvalidMEXFile".

This happens because Gurobi does not produce any authentication files. In this case, you can:

1. Copy all Gurobi mexw64 files (from ${GUROBI_HOME}/matlab) to the path of the m file you are trying to compile.
2. Do not add addpath in the code itself.

Further information

• How do I install Gurobi for Matlab?
• Tutorial: Getting Started with the Gurobi MATLAB API