hook for an optimization problem.

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Alexander 2019-7-23

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https://ww2.mathworks.cn/matlabcentral/answers/473045-hook-for-an-optimization-problem

评论： Alexander 2019-8-10

采纳的回答： John D'Errico

Is there a possibility to pass optimization information into the optimzation subject?

I try to explain my question on a basic example: Take

https://de.mathworks.com/help/gads/patternsearch.html#buxdjea-2

How can I print e.g. the current iteration or the current MeshSize from within the optimizing function?

Sure, printing is not my really issue, there is OutputFcn for this. What I would like to achieve is to alter weights inside the optimizationg function based the current state of the optimization process.

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Answer 1

John D'Errico 2019-8-10

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That is a bad idea.

You want to adjust your objective function in an optimization, based on iteration count, or some other information? Essentially, this creates an objective function that is not a continuous function. Worse, it is not even repeatable, so called a second time at the same location, you won't even return the same value? A really bad idea. And it invalidates the assumptions in essentially any optimization tool.

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Alexander 2019-8-10

I see.

Anyway, what I tried as a test a day after I posted was:

I introduced a global variable in a MATLAB source, incremented this along the iteration count, and checked this global var inside my optimization function.

This did not lead to any good behavior. I assume, for the reasons you mentioned. So, I got away from my idea by trying it out.

Thanks, anyway.

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