Obtaining a matrix of all the values the optimizer tried

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Spyros Polychronopoulos 2018-9-25

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编辑： Spyros Polychronopoulos 2018-9-26

Hi there, I have this optimizer minimizing f. The optimizer is trying various values for x variable. Would you maybe have an idea how I can obtain when the optimizer finishes a matrix with the x values the optimizer tried?

clearvars
f = @(x) x.^2;
x0=5;
x_min = -10;
x_max = 10;
TimeLimit_SA = 20;
options = optimoptions(@simulannealbnd,'TimeLimit',TimeLimit_SA);
[x_best,f_best,exitflag,output]=simulannealbnd(f,x0,x_min,x_max,options);

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采纳的回答

Matt J 2018-9-25

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https://ww2.mathworks.cn/matlabcentral/answers/420719-obtaining-a-matrix-of-all-the-values-the-optimizer-tried#answer_338384

You would have to write an OutputFcn to do this.

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Spyros Polychronopoulos 2018-9-25

That's it! Thank you very much. I will try to do it with simulannealbnd now.

Spyros Polychronopoulos 2018-9-26

编辑：Spyros Polychronopoulos 2018-9-26

在 MATLAB Online 中打开

I have done the same thing for simulated annealing but the history matrix comes up empty, plus the time constrain is not working. Any ideas?

main

zz = @(x) x; %objective function
z0=5; %starting value
LB=-20; %low bound
UB=20; %upper bound
TimeLimit_SA = 1; %time constrain
[x, fval, history] = sa_store(zz, z0 ,LB,UB,TimeLimit_SA);

sa_store

function [x, fval, history] = sa_store(objfun,x0,LB,UB,t_Lim)
  history = [];
  options = optimset('MaxTime',t_Lim,'OutputFcn', @myoutput);
  [x, fval] = simulannealbnd(objfun,x0,LB,UB,options);
      function stop = myoutput(x,~,state)
      stop = false;
      if isequal(state,'iter')
        history = [history; x];
      end
  end
end