fmincon optimization in matlab using OutputFcn

Question

mohammed hussein 2020-9-24

0
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/599437-fmincon-optimization-in-matlab-using-outputfcn

评论： mohammed hussein 2020-9-25

Hi all

i have this example and i want to save the x viarable in each iteration not only see the final value How can i do it . all i found is using OutputFcn but i dont know how can i do it in this example below . thank you very much for your helping

fun = @(x)100*(x(2)-x(1)^2)^2 + (1-x(1))^2;
A = [];
b = [];
Aeq = [];
beq = [];
lb = [];
ub = [];
x0 = [0,0];
options = optimoptions('fmincon','Display','iter');
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,[],options)

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Mario Malic 2020-9-25

编辑：Mario Malic 2020-9-25

Check here https://ch.mathworks.com/help/optim/ug/output-function.html there are some examples if you use the search option.

mohammed hussein 2020-9-25

Thank you for your answer

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Answer 1

Michael Croucher 2020-9-25

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此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/599437-fmincon-optimization-in-matlab-using-outputfcn#answer_500251

编辑：Michael Croucher 2020-9-25

在 MATLAB Online 中打开

Following the advice at https://uk.mathworks.com/help/matlab/math/output-functions.html, we can use the 'OutputFcn' option. By putting the optimistion problem into a function, as shown below, we can take advantage of the fact that nested functions can access variables defined in the outer scope. That is, although I cannot explicitly pass the xvals array to outfun, it can access it anyway since it is a nested function.

function [x, xvals] = myproblem(x0)
xvals=[];  % This will contain the values of x where fun has been evaluated
fun = @(x)100*(x(2)-x(1)^2)^2 + (1-x(1))^2;
A = [];
b = [];
Aeq = [];
beq = [];
lb = [];
ub = [];
options = optimoptions('fmincon','Display','iter','OutputFcn',@outfun);
x = fmincon(fun,x0,A,b,Aeq,beq,lb,ub,[],options);
function stop = outfun(x,optimValues,state)
stop=false;
if isequal(state,'iter')
    xvals = [xvals;x];
end
end
end