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Collecting a value (Sigma ) over all of the objective function evaluations while using GA optimizer

Asked by Yaser Khojah on 10 Jun 2019
Latest activity Edited by Yaser Khojah on 10 Jun 2019
I want to collect all the values of (Sigma ) over all of the objective function evaluations. I'm not really sure how to do this but I have started creating an output function as the following code and I heard this approach will not give me what I need.
I have another approach but I do not want to do it since it will take a lot of time which is based on getting all populations. Then run my main function (Stochastic_Model_Function_TOP) on the populations and store all the results. Please note this takes a lot of time. I want to store that variable (sigma) while my optimizer is running simultaneously. Is there any an efficient way to do it.
% the script to run the optimizer
clear gaoutfunction
options = optimoptions('ga','OutputFcn',@gaoutfunction,'UseParallel',true);
startTime = tic;
fun = @(x)Stochastic_Model_Function_TOP(x,Pi,Pa,LogNormal_G,d,lifetime,Demand,BasePrice,HighPrice,LowPrice,dis_rate_lamda,Geo,Wells_cost,Wells_rate,DStage,Operating_Fields,row);
[xGA,fval] = ga(fun,nvars,[],[],[],[],lowbond,upbond,[],[],options);
time_ga_parallel = toc(startTime);
record = gaoutfunction();
gapopulationhistory = vertcat(record.Population);
gabesthistory = vertcat(record.Best);
gascorehistory = vertcat(record.Score);
%% My Main function to be Optimized
function [objective] = Stochastic_Model_Function_TOP(x,Pi,Pa,LogG,d,lifetime,Demand,BasePrice,HighPrice,...
LowPrice,dis_rate_lamda,Geo,Wells_cost,Wells_rate,DStage,Operating_Fields,row)
.
.
.
..
% just showing the final part. I'm optimizng the objective and I want to show sigma and objective for each population
NPV_C = (Revenue - CAPEX);
expectedNPV = mean(NPV_C);
sigma = std(NPV_C);
NewObjective = (expectedNPV + 0*sigma);
objective = - NewObjective;
end
% the output function (I heard this is not going to work)
function [state,options,optchanged] = gaoutfunction(options,state,flag)
persistent state_record
if isempty(state_record)
state_record = struct('Population', {}, 'Best', {}, 'Score', {});
end
if nargin == 0
state = state_record;
options = [];
optchanged = [];
else
state_record(end+1) = struct('Population', state.Population, 'Best', state.Best', 'Score', state.Score);
optchanged = false;
end
end

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