fmincon - How to suppress warnings during gradient estimation?

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Fmincon estimates the gradient numerically. While doing so it sometimes gets close to the parameter bounds which causes my objective function to invert a lot of nearly singular matrices (and produce the respective warning).
How can I suppress warnings during numerical compuation of the gradient with the fmincon solver?

回答(1 个)

Adam Danz
Adam Danz 2018-8-23
编辑:Adam Danz 2018-8-23
To suppress warnings you first need the warning ID. To get the ID, run these two lines right after receiving the warning.
w = warning('query','last')
id = w.identifier;
Then you can turn it off, run the code, and turn it back on.
warning('off',id)
% code
warning('on',id)
Note that if your code is stopped prior to tuning it back on, obviously it won't be turned back on. Some people use try/catch to get around that.
More info
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