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How can I extract function evaluations that happen during iterations (fmincon) ?

Asked by Helena Weddell on 9 Mar 2019
Latest activity Commented on by Helena Weddell on 11 Mar 2019
I am using fmincon and I would like to see/store the values of the objective function and my 3 variables during iterations, not just the values at the end of each iteration - is this possible ? I can see that there are multiple function evaluations per iteration and would like to store and then plot these values :
function evals.png


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1 Answer

Answer by Alan Weiss
on 11 Mar 2019
 Accepted Answer

The only way I know to do this is to have your objective function either display or write the values as it calculates them. The usual way to extract information from an optimization solver is to use an output function, but output functions only report the result at the end of each iteration, not all internal calculations.
Good luck,
Alan Weiss
MATLAB mathematical toolbox documentation

  1 Comment

Thanks Alan, I will have a go at using the objective function to store these values.

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