custom stopping criteria when using fmincon

Question

Alessandro Juri 2011-4-1

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/4521-custom-stopping-criteria-when-using-fmincon

Does anybody know a way to define "custom stopping criteria" when using fmincon? What I want to do is to stop fmincon when the "optimal" or the funciton value becomes NaN. For example:

 Iter F-count        f(x)
    4     0.239457
    8     0.192672 
   12    0.0374073 
   16    0.0374069
   20    0.0355964
   24    0.0349293
   28    0.0347082
   32    0.0347077
   37     0.034304
   41    0.0341285
   45    0.0339353
   49          NaN
   53          NaN
...
I am interested in a way to stop fmicon at the 10-th iteration.
Many thanks

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Answer 1

Sarah Wait Zaranek 2011-4-1

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/4521-custom-stopping-criteria-when-using-fmincon#answer_6359

在 MATLAB Online 中打开

You can set the stop flag as part of the output function. It is described in the documentation here:

http://www.mathworks.com/help/toolbox/optim/ug/f19175.html

Edited to add an example:

I am stopping using x values but you can get function values from the optimValues structure.

function testerMain 
x0 = [10;10;10]; % Starting guess at the solution
A = [-1 -2 -2; ... 1 2 2];
b = [0;72];
options=optimset('Algorithm','interior-point','Display','iter','OutputFcn',@outfun);
[x,fval] = fmincon(@myTestfun,x0,A,b,[],[],[],[],[],options);
disp(x)
end
function f = myTestfun(x) 
f = -x(1) * x(2) * x(3);
end
function stop = outfun(x,optimValues,state) 
stop = false;
if x(1) > 11 
stop = true; 
disp('Stopping, x > 11') 
end
end