Is it possible to have fmincon terminate once a function value of a certain number is reached?

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Nikolai
Nikolai 2014-3-13
评论： Nikolai 2014-3-13
I have a function of 6 variables that returns a sum of squares differences from some ideal values. I would like fmincon to find me a local minimum that has a function value lower than a STATIC sum of squared differences value. Is this possible? From what I understand, the 'TolFun' and 'TolX' options will not do this for me. Here is what my function call looks like. The function, optimize_myfunc, is the function that returns a sum of squared differences.
lb = [x1_min, x2_min, x3_min, x4_min, x5_min, x6_min];
ub = [x1_max, x2_max, x3_max, x4_max, x5_max, x6_max];
anon_func = @(x)optimize_myfunc(x, other_var1, other_var2, other_var3);
options = optimset('Display','iter');
x_opt = fmincon(anon_func, [x1_0; x2_0; x3_0; x4_0; x5_0; x6_0], [], [], [], [], lb, ub, [], options);

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回答（1 个）

Walter Roberson
Walter Roberson 2014-3-13
Yes, you can add termination criteria by adding an options structure that has OutputFcn set
http://www.mathworks.com/help/optim/ug/optimization-options-reference.html#f11022
Structure of the Output Function
The function definition line of the output function has the following form:
stop = outfun(x, optimValues, state)
stop is a flag that is true or false depending on whether the optimization routine should quit or continue. See Stop Flag for more information.
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Nikolai
Nikolai 2014-3-13
Thank you for the response, Walter.
I have a follow up question: To which field in the optimValues structure should I assign my additional termination criteria, and how would I keep fmincon from terminating before my additional criteria is met?
-Nikolai

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