How can I save the value of each decision variable in each iteration in using fmincon MATLAB

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NooshinY 2017-11-16

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https://ww2.mathworks.cn/matlabcentral/answers/367423-how-can-i-save-the-value-of-each-decision-variable-in-each-iteration-in-using-fmincon-matlab

评论： NooshinY 2017-11-16

I uesed this code to find the optimal value of 3 decision variables, But I want to plot the optimization process, and I need the value of each decision variable in each iteration,

x0=[1;1;1];    % Starting guess 
lb=[0.5;0.5;0.5];    
ub=[1.25;1.27;4];
options = optimoptions('fmincon','Display','iter','Algorithm','interior-point','Tolx',1e-15,'Tolfun',1e-16,'MaxFunEvals',600,'MaxIter',100);
[x,fval,exitflag,output]=fmincon(@optim,x0,[],[],[],[],lb,ub,[],options)

When I used ,'outputfcn',@outfun, in the options I get error

is there any way that I can check the value of decision variables in each iteration?

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NooshinY 2017-11-16

在 MATLAB Online 中打开

 history.fval=[];
 optimValues.fval=[];
 searchdir=[];
function stop =outfun(x,optimValues,state)
     stop = false;
     switch state
         case 'init'
             hold on
         case 'iter'
         % Concatenate current point and objective function
         % value with history. x must be a row vector.
           history.fval = [history.fval; optimValues.fval];
           history.x = [history.x; x];
         % Concatenate current search direction with 
         % searchdir.
           searchdir = [searchdir;... 
                        optimValues.searchdirection'];
           plot(x(1),x(2),'o');
         % Label points with iteration number and add title.
         % Add .15 to x(1) to separate label from plotted 'o'
           text(x(1)+.15,x(2),... 
                num2str(optimValues.iteration));
           title('Sequence of Points Computed by fmincon');
         case 'done'
             hold off
         otherwise
     end
 end