How to get all the history of local solvers when using multi starting point search (MultiStart)
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SEO BOIL
on 13 Aug 2021
Answered: Walter Roberson
on 13 Aug 2021
Hi, guys.
I want to save all the history of local solver on MultiStart.
I use the code for 'OutputFcn' based on the matlab documentation like
function stop = outfun(in,optimValues,state)
persistent history fhistory
stop = false;
switch state
case 'init'
history = [];
fhistory = [];
case 'iter'
% Concatenate current point and objective function
% value with history. in must be a row vector.
fhistory = [fhistory; optimValues.fval];
history = [history; in(:)']; % Ensure in is a row vector
case 'done'
assignin('base','optimhistory',history);
assignin('base','functionhistory',fhistory);
otherwise
end
end
My optimization problem setting is
options = optimoptions('fmincon', 'TolFun', 1e-8, 'TolX', 1e-8, 'Display', 'iter', 'OutputFcn', @outfun);
problem = createOptimProblem('fmincon',...
'x0', x0, 'objective', @objf_energy_density, 'lb', Lb, 'ub', Ub,...
'Aeq', Aeq, 'beq', beq, 'nonlcon', @conf, 'options', options);
ms = MultiStart;
[x, F, Exitflag, Output, allmins] = run(ms, problem, 20)
When I run the optimization, I can only get the history of 'the last local solver' on MultiStart, not all the history of local solvers.
Is there any way to get all the history of local solvers when using MultiStart?
Thank you for reading my question.
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Accepted Answer
Walter Roberson
on 13 Aug 2021
history = [];
fhistory = [];
Do not do those.
If you want to reset the entire history for another run, then
clear outfun
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