MATLAB: Can I create an OutputFcn property for the Optimization Toolbox solvers like the ODE OutputFcn option

odeoptimizationOptimization Toolboxoutputfcnparameterproperty

The ODE solvers have a parameter in ODESET called OutputFcn.

OutputFcn – Installable output function [ function ]

This output function is called by the solver after each time step. When

a solver is called with no output arguments, OutputFcn defaults to the

function odeplot. Otherwise, OutputFcn defaults to [].

Something like this would be very nice to have for the functions in the Optimization Toolbox. It would provide a way to examine the progress of the optimizer at each step of the process.

Best Answer

This feature has been added to the Optimization Toolbox 2.3 (R13SP1). See the documentation here:

http://www.mathworks.com/access/helpdesk_r13/help/toolbox/optim/ref_int7.shtml

for more information on how to use an output function.

If you are using a version older than the Optimization Toolbox 2.3 (R13SP1), the only workaround is to have the objective function display information each time it is executed.

Related Solutions

MATLAB: Fmincon optimization in matlab using OutputFcn

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.

MATLAB: How to obtain and view the automatic generated initial population from GA from Optimization Toolbox 5.1 (R2010b)

To see the intial population, one can specify or set the 'OutputFcns' property from the option used by GA. The function set by 'OutputFcns' gets called every itteration.

First write a function MATLAB file called my_view containing

function [state, options,optchanged] = my_view(options,state,flag,interval)
optchanged = false;
disp(state.Population)
end

Now set the 'OutputFcns' property to this function via

options = gaoptimset('OutputFcns',@my_view);

Finally call the GA function with this specified option

x = ga(fitnessfcn,nvars,options)

Best Answer

Related Solutions

MATLAB: Fmincon optimization in matlab using OutputFcn

MATLAB: How to obtain and view the automatic generated initial population from GA from Optimization Toolbox 5.1 (R2010b)

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