How to pass iteration number and f-count to fmincon
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Hi,
I was wondering if there is any way to pass current number of iteration and number of function evaluations to my objective function using fmincon function. I need that to selectively update some internal parameter if the solver struggles with finding solution (e.g. if it calculates more than 1 finite difference for each parameter within a single iteration)
Cheers, Aleksander
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Alan Weiss
2016-7-22
If you make your objective function explicitly depend on a parameter vector v, then you can make a nested function where v gets updated by a custom output function. I have never tried to do this, but MATLAB is nothing if not flexible, you can generally do whatever you want.
Good luck,
Alan Weiss
MATLAB mathematical toolbox documentation
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