Plot Results of objective function in fmincon

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Amanuel Negash 2020-11-21

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https://ww2.mathworks.cn/matlabcentral/answers/656058-plot-results-of-objective-function-in-fmincon

评论： Athul Prakash 2020-11-24

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I have t he following objective function

function [ratiioOfID,Breciprocal]= objective(x)

then I have my main script that calls fmincon as following

    lb = [1000*10^(-9),1000*10^(-9),10^(-9),10^(-9)];
    ub = [100000*10^(-9),100000*10^(-9),50000*10^(-9),50000*10^(-9)];
    A = [];
    b = [];
    Aeq = [];
    beq = [];
    x0 =[14.65*10^(-6),98.5*10^(-6),6.8*10^(-6),0.56*10^(-6)] ;
    options = optimset('TolCon',1e-18,'TolX',1e-19,'PlotFcns',@optimplotfval);
    [a,b]=fmincon(@objective,x0,A,b,Aeq,beq,lb,ub,@Filter_function,options);

I want to plot ratiioOfID vs Breciprocal. however this plot gives the following figure and the figure is giving me iteration vs some value. I want to plot the results of ratiioOfID vs Breciprocal. Any help appriciated

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Athul Prakash 2020-11-24

I have suggested a solution in my answer below. However, it is not clear how the outputs of your Obj. fun relate to the optimization being performed. objfun should return a single scalar value, which fmincon then tries to minimize. However, objective() in your code returns 2 values and in my experience, fmincon ignores the second output and minimizes the first output value alone (just ratioOfID and doesn't optimize for Breciprocal)

The "some value" that you referred to for the y-axis in your plot may be the value of the first output ratioOfID as it is being optimized over many iterations of the solver running.

Walking through the documentation for 'fmincon' may help you.

Hope it helps!

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Answer 1

Athul Prakash 2020-11-24

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https://ww2.mathworks.cn/matlabcentral/answers/656058-plot-results-of-objective-function-in-fmincon#answer_554133

Hi Amanuel,

@optimplotfval is designed to plot the output of the Objective Function against the number of iterations.

In your case, you may write a custom plotting function and pass that instead of optimplotfval. The syntax of writing a cusotm plot function is described in this doc:

https://in.mathworks.com/help/matlab/math/output-functions.html

Also have a look at plot functions here:

https://in.mathworks.com/help/matlab/math/plot-functions.html

Hope it helps!