fmincon optimization in matlab using OutputFcn

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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)

Accepted Answer

Michael Croucher
Michael Croucher on 25 Sep 2020
Edited: Michael Croucher on 25 Sep 2020
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
Use this as follows:
[x,xvals] = myproblem([0,0]);
x will have the final result and xvals will contain the history.

More Answers (1)

Walter Roberson
Walter Roberson on 25 Sep 2020
shows an example complete with code. The runfmincon() function returns a structure in which you can ask to see all the x values.

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