Save all the optimization results from MultiStart and Global Search

Question

Maria Angela Agizza 2018-12-14

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https://ww2.mathworks.cn/matlabcentral/answers/435754-save-all-the-optimization-results-from-multistart-and-global-search

评论： Maria Angela Agizza 2019-3-20

Hello Matlab Community,

I have a questio about the Matlab Global Optimization features.

I would like to get, at the end of the optimization, all the solutions, also the ones with negative exit flags and respective parameters values.

I use the following syntax

[x,fval,exitflag,output,solutions] = run(...)

but I only get, in [solutions], the local minima with a positive exit flag, and I would like to check all the others as well.

Is there a way to accomplish what I need, that I have missed?

Many thanks and best regards.

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Answer 1

Alan Weiss 2018-12-14

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Sorry, no, GlobalSearch and MultiStart do not consider the points corresponding to negative local exit flags as being solutions, and so do not store them in the returned GlobalOptimSolution object.

Why do you want these points?

Alan Weiss

MATLAB mathematical toolbox documentation

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Alan Weiss 2018-12-14

Certainly, use your output function to save the point.

Alan Weiss

MATLAB mathematical toolbox documentation

Maria Angela Agizza 2018-12-14

Many thanks for the advice.

Best regards.

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Answer 2

Kurt Stewart 2019-3-20

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You can make your solutions as global variables that get saved into a matrix

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Maria Angela Agizza 2019-3-20

在 MATLAB Online 中打开

Hello, thanks for the advice.

I actually solved the problem with an output function, where I exploit the "state" of the optimization to get the parameters when the calculation reaches the maximum number of iterations (attached code).

switch state
    case 'done'
    save('myParametersVector','parameters');
otherwise
end

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