Safely Stop a Pareto Search

Hi,

I am running a Pareto search with an expensive cost function. I limited the time to 39600 s using the 'MaxTime' option however it has been more than 12 hours (43200 s):

fun = @CostFunctionOptim_Pareto;
options = optimoptions('paretosearch','ParetoSetSize',200,'InitialPoints',x_seed,'PlotFcn','psplotparetof','MaxTime',39600);

[x,fval,exitflag,output] = paretosearch(fun,4,Aineq,bineq,Aeq,beq,lb,ub,nonlcon,options);

I don't know why it's still going, but I don't want to stop it for fear that it will erase all the progress it has so far (I am happy with the results it has so far and don't need more points in the Pareto front). Is there any way to safely stop the optimzer and still get the output values?

Thanks

Answer 1

[Ameer Hamza]

I hope you haven't interrupted the optimization already. The safest way I can think of is to add a breakpoint inside your objective function. The optimizer will stop at that point, and you will have access to the current values of the optimization variables. You can then use save() to save the values of optimization variables in a .mat file, and then you can interrupt the paretosearch. Now you have the latest optimal values of the variable in a mat file, load that file and use those those values.

[Ayman Al-Sukhon]

Thankfully I just let the optimizer run and it ended maybe an hour ago. I suppose the "MaxTime" is not calculated in the way I think it is and does not include time spent in external software.

This is a good answer and I guess I could do that, but where would you put the breakpoint? If I put it in my cost function, I only have access to the x value it is using for that function eval.

[Ameer Hamza]

You can do that too. First open this file

open globaloptim.paretosearch.driver

and add a breakpoint inside this while-loop

while optimState.run
    % code
end

The breakpoint can be added at any line. When the execution stops at this line, check the value of the variable 'xSol'. This is the solution matrix until that iteration. Save it using save() function.

Note, these are the variable names I found in R2020a. In R2019b, there can be a slight differences.

[Ayman Al-Sukhon]

Ameer,

Your MVP title is well deserved. Thank you for this, it helps a whole lot.

[Ameer Hamza]

Thanks for your comment :) I am glad to be of help!