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迭代输出

迭代显示的类型

迭代显示为您提供了有关求解器在运行过程中的进度的信息。

迭代显示有两种类型:

  • 全局求解器显示

  • 局部求解器显示

两种类型都会出现在命令行中,取决于全局和局部选项。

要获得局部求解器迭代显示,请使用 optimoptionsproblem.options 字段中的 Display 选项设置为 "iter""iter-detailed"。有关详细信息,请参阅迭代输出

通过将 GlobalSearchMultiStart 对象中的 Display 属性设置为 "iter" 来获得全局求解器迭代显示。

全局求解器将局部求解器的默认 Display 选项设置为 "off",除非问题结构体具有此选项的值。全局求解器不会覆盖您对局部选项所做的任何设置。

注意

将局部求解器 Display 选项设置为 "off" 以外的任何值都可以产生大量输出。optimoptions(@solver) 创建的默认 Display 选项是 "final"

检查迭代显示的类型

使用 GlobalSearchGlobalSearch 迭代显示运行 运行求解器 中描述的示例:

% Set the random stream to get exactly the same output
% rng(14,"twister")
gs = GlobalSearch(Display="iter");
opts = optimoptions(@fmincon,Algorithm="interior-point");
sixmin = @(x)(4*x(1)^2 - 2.1*x(1)^4 + x(1)^6/3 ...
    + x(1)*x(2) - 4*x(2)^2 + 4*x(2)^4);
problem = createOptimProblem("fmincon",x0=[-1,2],...
    objective=sixmin,lb=[-3,-3],ub=[3,3],...
    options=opts);
[xming,fming,flagg,outptg,manyminsg] = run(gs,problem);
 Num Pts                 Best       Current    Threshold        Local        Local                 
Analyzed  F-count        f(x)       Penalty      Penalty         f(x)     exitflag        Procedure
       0       34      -1.032                                  -1.032            1    Initial Point
     200     1240      -1.032                                       0            1    Stage 1 Local
     300     1342      -1.032         15.67      -0.2963                              Stage 2 Search
     400     1442      -1.032         102.6        1.022                              Stage 2 Search
     500     1542      -1.032          4.02       0.2542                              Stage 2 Search
     506     1582      -1.032       0.08424       0.2542       -1.032            1    Stage 2 Local
     512     1623      -1.032       -0.2141      0.08424      -0.2155            1    Stage 2 Local
     600     1711      -1.032         97.04      -0.7218                              Stage 2 Search
     700     1811      -1.032         114.7      -0.4829                              Stage 2 Search
     800     1911      -1.032         287.4       0.3737                              Stage 2 Search
     900     2011      -1.032         2.339       0.8699                              Stage 2 Search
     905     2060      -1.032        0.5993       0.8699      -0.2155            1    Stage 2 Local
    1000     2155      -1.032         25.61        -1.03                              Stage 2 Search

GlobalSearch stopped because it analyzed all the trial points.

All 5 local solver runs converged with a positive local solver exit flag.

运行相同示例,但不进行 GlobalSearch 迭代显示,但进行 fmincon 迭代显示:

gs.Display = "final";
problem.options.Display = "iter";
[xming,fming,flagg,outptg,manyminsg] = run(gs,problem);
                                            First-order      Norm of
 Iter F-count            f(x)  Feasibility   optimality         step
    0       3    4.823333e+01    0.000e+00    1.088e+02
    1       7    2.020476e+00    0.000e+00    2.176e+00    2.488e+00
    2      10    6.525252e-01    0.000e+00    1.937e+00    1.886e+00
    3      13   -8.776121e-01    0.000e+00    9.076e-01    8.539e-01
    4      16   -9.121907e-01    0.000e+00    9.076e-01    1.655e-01
    5      19   -1.009367e+00    0.000e+00    7.326e-01    8.558e-02
    6      22   -1.030423e+00    0.000e+00    2.172e-01    6.670e-02
    7      25   -1.031578e+00    0.000e+00    4.278e-02    1.444e-02
    8      28   -1.031628e+00    0.000e+00    8.777e-03    2.306e-03
    9      31   -1.031628e+00    0.000e+00    8.845e-05    2.750e-04
   10      34   -1.031628e+00    0.000e+00    8.744e-07    1.352e-06

Local minimum found that satisfies the constraints.

Optimization completed because the objective function is non-decreasing in 
feasible directions, to within the value of the optimality tolerance,
and constraints are satisfied to within the value of the constraint tolerance.

                                            First-order      Norm of
 Iter F-count            f(x)  Feasibility   optimality         step
    0       3   -4.399715e-01    0.000e+00    1.980e+00
    1       9   -9.929469e-01    0.000e+00    1.230e+00    3.442e-01
    2      15   -1.028480e+00    0.000e+00    3.291e-01    9.982e-02
    3      18   -1.031263e+00    0.000e+00    6.726e-02    3.436e-02
    4      21   -1.031627e+00    0.000e+00    8.806e-03    7.753e-03
    5      24   -1.031628e+00    0.000e+00    1.433e-04    3.723e-04
    6      27   -1.031628e+00    0.000e+00    2.492e-06    2.254e-05
    7      30   -1.031628e+00    0.000e+00    8.744e-07    3.155e-07

Local minimum found that satisfies the constraints.

Optimization completed because the objective function is non-decreasing in 
feasible directions, to within the value of the optimality tolerance,
and constraints are satisfied to within the value of the constraint tolerance.

                                            First-order      Norm of
 Iter F-count            f(x)  Feasibility   optimality         step
    0       3   -1.906111e-01    0.000e+00    8.356e-01
    1      14   -2.146803e-01    0.000e+00    1.300e-01    5.455e-02
    2      20   -2.151309e-01    0.000e+00    1.060e-01    6.160e-03
    3      23   -2.150434e-01    0.000e+00    9.182e-02    1.143e-02
    4      26   -2.154599e-01    0.000e+00    1.558e-02    5.912e-03
    5      29   -2.154638e-01    0.000e+00    2.230e-04    6.503e-04
    6      32   -2.154638e-01    0.000e+00    1.543e-04    1.133e-05
    7      35   -2.154638e-01    0.000e+00    1.543e-06    6.249e-06
    8      38   -2.154638e-01    0.000e+00    2.600e-08    5.015e-08

Local minimum found that satisfies the constraints.

Optimization completed because the objective function is non-decreasing in 
feasible directions, to within the value of the optimality tolerance,
and constraints are satisfied to within the value of the constraint tolerance.


GlobalSearch stopped because it analyzed all the trial points.

All 3 local solver runs converged with a positive local solver exit flag.

设置 GlobalSearch 迭代显示以及 fmincon 迭代显示会导致两种显示混合在一起。

有关并行环境中迭代显示的示例,请参阅并行 MultiStart

另请参阅

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