How to pass more parameters than the existing ones to output function of fmincon?
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The above link is to the documentation of Output Functions, a function that is evaluated at each individual iteration of fmincon. The parameters passed to it by default are x, optimValues and state.
1. How to pass extra parameters to this function?
2. Is there any way to compute a partial stepsize? Say numel(x) = 60 and I want to calculate stepsize norm(x(1:10)-xk(1:10)), is it possible? Because optimValues.stepsize calculates norm(x-xk) which is taking into account the entire vector.
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Alan Weiss
2018-7-17
To pass external parameters, use the documented ways. You can also use persistent variables within an output function.
Alan Weiss
MATLAB mathematical toolbox documentation
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Matt J
2018-7-17
编辑:Matt J
2018-7-17
Is there any way to compute a partial stepsize?
One way is to modify the example at the link you posted:
case 'iter'
% Concatenate current point and objective function
% value with history. x must be a row vector.
history.x = [history.x; x(1:10)]; %only save 10 elements
history.x(1:end-2,:)=[]; %only save the last 2 iterations
if size(history,1)>1
partial_stepsize=norm( history.x(2,:) - history.x(1,:) );
end
6 个评论
Pri_Comet
2019-4-1
Viswanath, I fixed that by making 'history' a global variable.
Apparently, passing it to the output function that way you've done restricts its size. As a result, concatenate doesn't work as it can't add more rows -- row 1 stays at initial value and row 2 gets updated with current value.
Making it global removes this restriction. Hope this helps.
Matt J
2019-4-1
Making it global removes this restriction.
That sounds doubtful to me. There shouldn't be a difference in memory limitations between global variables and other variable types.
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