How to define a custom plot function for an optimization

Question

Jorrit 2011-8-12

1
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/13609-how-to-define-a-custom-plot-function-for-an-optimization

Hi,

I want to define a custom plotfunction for my optimization. It should be a bit like the standard 'optimplotfval' plot function, but with a few extras. The information available is a bit unclear to me. It says that I have to define it just like the OutFnc, which I'm using too. If I'm using the same structure, I get an error message:

??? Error using ==> opt>objectiveconstraints/plotfun
Too many output arguments.
Error in ==> callAllOptimPlotFcns at 62
        state(i) = feval(plotNames{i},x,optimvalues,'init',varargin{:});
Error in ==> nlconst>callOutputAndPlotFcns at 1032
            stop = callAllOptimPlotFcns(plotfcns,xOrigShape,optimValues,state,varargin{:}) || stop;
Error in ==> nlconst at 559
            [xOrigShape, optimValues, stop] = callOutputAndPlotFcns(outputfcn,plotfcns,caller,problemInfo, ...
Error in ==> fmincon at 724
    [X,FVAL,LAMBDA,EXITFLAG,OUTPUT,GRAD,HESSIAN]=...
Error in ==> opt>objectiveconstraints at 260
    [x,fval]            = fmincon(problem);
Error in ==> opt at 50
[x,fval,aircraft]       = objectiveconstraints(aircraft,problem);

I have defined my plot function in the same way as the OutFnc:

    %Define function handles
    objective=@(x)obj(aircraftstart,x);
    constraint=@con;
    outputfunction=@outfun;
    plotfunction=@plotfun;

The function is nested inside the main function and looks like this:

    function [] = plotfun(x,optimValues,state)
        figure(20)
        hold on
        if optimValues.constrviolation<=1E-6
            plot(optimValues.iteration,optimValues.fval,'g')
        else
            plot(optimValues.iteration,optimValues.fval,'r')
        end
        hold off
    end

I don't have any output from the plot function, yet it still says I have too many output arguments. The options of fmincon are:

problem.options     = optimset('Display','iter','MaxIter',1000,'OutputFcn',outputfunction,'FunValCheck','on','Algorithm','active-set','DiffMinChange',0.05,'DiffMaxChange',10.0,'PlotFcns',plotfunction,'TolX',1e-20);

Any thoughts?

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Answer 1

Alan Weiss 2011-8-18

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/13609-how-to-define-a-custom-plot-function-for-an-optimization#answer_19096

Your line

function [] = plotfun(x,optimValues,state)

should be

function stop = plotfun(x,optimValues,state)

Inside your function you should have a line

stop = false;

By the way, you should not set TolX to anything less than a few eps, such as 4*eps. I would not set it to less than 1e-14 without a very good reason. You have such a large value of DiffMinChange that I think you should not set TolX at all, or perhaps set it to DiffMinChange/10.

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Jorrit 2011-8-19

Thanks!

About the TolX, I have removed that now, doesn't seem like it's making a difference. I'm still struggling with the optimization setup and it was still there, because I just tried a lot of stuff.

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