How to display fmincon output outside the command windows ? (Deported output)

Question

Jérôme Vinçonneau 2020-7-8

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/561851-how-to-display-fmincon-output-outside-the-command-windows-deported-output

评论： Jérôme Vinçonneau 2020-7-9

Hi,

I use Matlab fmincon opitmizer through matlab engine in an application developed in Qt.

I would like to know if there is a way to have the fmincon realtime output displayed outside the Matlab command Window ? Ideally deported in a Qt interface or at least on a maltab window that can be open by the run manager.

For all other displays it works already well but the fmincon output (and I assume that it is the same thing with other algorithm) is only displayed at the end of the whole optimization. In that way, user has no feedbak of the optimization process until its finished. It is disturbing when a processus can takes several hours !

Thanks a lot for your help !

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Answer 1

Matt J 2020-7-8

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https://ww2.mathworks.cn/matlabcentral/answers/561851-how-to-display-fmincon-output-outside-the-command-windows-deported-output#answer_463121

编辑：Matt J 2020-7-8

The way to gain access to status information during the execution of fmincon is by using the OutputFcn option,

https://www.mathworks.com/help/optim/ug/output-functions.html

https://www.mathworks.com/help/optim/ug/output-function.html#f11454

From within the Ouput Function, you can plot anything you want, anywhere you want, and use the status to trigger your own stopping criteria if you wish.

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Jérôme Vinçonneau 2020-7-9

编辑：Jérôme Vinçonneau 2020-7-9

在 MATLAB Online 中打开

I have an error message :

error using outfun too many output arguments :
Error in sqpInterface
Error in fmincon (line 823)
    [X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] = sqpInterface(funfcn,X,full(A),full(B),full(Aeq),full(Beq), ...

function outfun(optimValues, state)
switch state
    case 'init'
        hold on
    case 'iter'
        plot(optimValues.iteration,optimValues.fval)
        xlabel('iteration');
        ylabel('Objective function value');
        title('Fmincon info');
    case 'done'
        hold off
    otherwise
end

function [opt]=getOptimSolverOptions()
tolerance = 0.000000000001;
maxEval = 100000;
algo = 'sqp';
opt = optimoptions(@fmincon,'OutputFcn',@outfun,'Display','iter-detailed',... 
        'Algorithm',algo,'TolCon',tolerance,'CheckGradients',false,... 
        'Diagnostics', 'on', 'FiniteDifferenceType','central' ,... 
        'MaxFunEvals', maxEval, 'SpecifyObjectiveGradient', false); 
end
optimOptions = getOptimSolverOptions();

bMinOptim = true;
    [xMin,fvalMin,exitflagMin,outputMin,lambdaMin,gradMin,hessianMin] = fmincon(...
        @(x0)getCost(x0,bMinOptim),x0,A,b,Aeq,beq,lowBound,upBound,[],optimOptions);

Matt J 2020-7-9

在 MATLAB Online 中打开

Jerome's comment moved here

The output and plot function have to be set by

opitmoptions('fmincon','OutputFcn', @outfun,'PlotFcn',@optimplotfval)

By reading the doc we can see that :

PlotFcn

You can use the PlotFcns option with the following MATLAB® optimization functions:

The predefined plot functions for these optimization functions are:

@optimplotx plots the current point
@optimplotfval plots the function value
@optimplotfunccount plots the function count (not available for fzero)

OutputFcn

You can use the OutputFcn option with the following MATLAB® optimization functions:

However in the help of fmincon we have:

options = 
  fmincon options:
   Options used by current Algorithm ('interior-point'):
   (Other available algorithms: 'active-set', 'sqp', 'sqp-legacy', 'trust-region-reflective')
   Set properties:
     No options set.
   Default properties:
                    Algorithm: 'interior-point'
               CheckGradients: 0
          ConstraintTolerance: 1.0000e-06
                      Display: 'final'
     FiniteDifferenceStepSize: 'sqrt(eps)'
         FiniteDifferenceType: 'forward'
         HessianApproximation: 'bfgs'
                   HessianFcn: []
           HessianMultiplyFcn: []
                  HonorBounds: 1
       MaxFunctionEvaluations: 3000
                MaxIterations: 1000
               ObjectiveLimit: -1.0000e+20
          OptimalityTolerance: 1.0000e-06
                    OutputFcn: []
                      PlotFcn: []
                 ScaleProblem: 0
    SpecifyConstraintGradient: 0
     SpecifyObjectiveGradient: 0
                StepTolerance: 1.0000e-10
          SubproblemAlgorithm: 'factorization'
                     TypicalX: 'ones(numberOfVariables,1)'
                  UseParallel: 0
                  
                  