Get argument values using an output function when Objective returns NaN

Question

CJ 2017-9-15

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/356883-get-argument-values-using-an-output-function-when-objective-returns-nan

评论： CJ 2017-9-19

I'm using fmincon to minimize a function with arguments X. I get the message on a given iteration and the code continues:

"Objective function returned NaN; trying a new point..."

I want the optimizer to STOP and tell me what that argument value is. I have attempted to look at the confusing output function documentation and attempted to make my own output function:

function [stop,wat] = outfun2(x,optimValues,~)
stop=false;
if isnan(optimValues.fval)==1
    stop=true;
    wat=x;
end

I know this is definitely not correct. The fmincon code just ignores this and continues the optimization.

What is the best way to just get the argument values from an optimizer?

Can I also interrupt the optimization (with control-c) and still get the arguments at the current iteration?

SOLVED: So the answer that Walter gave and the comments helped me figure it out: So the output function stuff is totally unnecessary. Just add a global variable (inside and outside the objective function) and inside the objective let the global variable equal the parameters. Then add 'FunValCheck','on' to your options. This will cause the minimization to stop and pop out your global variable with the last iteration where it failed.

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Walter Roberson 2017-9-15

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/356883-get-argument-values-using-an-output-function-when-objective-returns-nan#answer_281752

Did you try setting the FunValCheck option?

3 个评论
显示 1更早的评论隐藏 1更早的评论

Walter Roberson 2017-9-15

In your objective function, write a success status and current t and y values to a shared variable (possibly a global variable) that you can check afterwards.

CJ 2017-9-19