passing variable through pattern search iterations
显示 更早的评论
Hi everyone!
I'm using pattern search to solve a minmax problem. I know that pattern search:
1) Starts witha a polling phase where it polls the points in the current mesh by computing their objective function values,
2) it groups all the values of the objective functions and it select the mesh case with highest objective function value,
3) it moves the mesh in the last successful poll point (or it leaves the central mesh point as before) and starts again from 1),
4) this continues untill convergence is reached (possibly).
My question is: Is it possible to pass a variable from the best objective function (point 2) to the next polling phase (point 3)?
Many thanks!
3 个评论
Ameer Hamza
2020-3-30
Can you clarify what the intended outcome is. Are you trying to read the intermediate values of optimization variables after each iteration of pattern search?
Andrea Agosti
2020-3-31
Venus liria silva mendes
2021-5-4
编辑：Venus liria silva mendes
2021-5-5
Hi everyone
%% Modify options setting
my example problem:
[combination, custototal, exitFlag, Output, population, scores] = ga (@ smc09v7AG_01, n_vars, A, b, Aeq, beq, LB, UB, NON_linear, Integral_variables, settings)
'' population '' I'm not sure if all individuals from all generations or just the last one return. And the "scores" returns the evaluations of each one.
Hope it works!
https://www.mathworks.com/help/gads/genetic-algorithm-options.html
采纳的回答
Ameer Hamza
2020-3-31
Following code shows how to get the information from each iteration of patternsearch
global x_iterations y_iterations
x_iterations = [];
y_iterations = [];
obj_fun = @(x) sum(x.^2.*exp(x.^2).*abs(log(x+1)));
opts = optimoptions('patternsearch', 'OutputFcn', @myOutFcn);
[x_final, f_final] = patternsearch(obj_fun, rand(1,10), [], [], [], [], [], [], [], opts);
function [stop, options, optchanged] = myOutFcn(optimvalues, options, flag)
global x_iterations y_iterations
x_iterations = [x_iterations; optimvalues.x];
y_iterations = [y_iterations; optimvalues.fval];
stop = false;
optchanged = false;
end
This page show how to define the outputFcn to get more detail for each iteration of the optimization algorithm: https://www.mathworks.com/help/gads/pattern-search-options.html#f14623
4 个评论
Andrea Agosti
2020-4-1
Ameer Hamza
2020-4-1
Glad to be of help.
Zakaria
2020-4-6
Does this methodology work with Genetic Algorithm optimizioation ?
I noticed that the structure of the OutputFcn is not the same.
Ameer Hamza
2020-4-6
Yes, it is different. Please check my answer on your question.
更多回答（0 个）
类别
在 帮助中心 和 File Exchange 中查找有关 Direct Search 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
