MATLAB: Final report for fminunc

MATLABoptimization

I'm using the optimization function fminunc. I'd like to generate a final report that includes: number of function calls, total time of optimization, (maybe time of each call?) and the path of the optimization variables (the values that they take: starting from the initial point, then for each iteration, until the value that Matlab returns.

How can we do this? The Display option of the optimization toolbox does not show these. I would like to have then stored as a result that I can read and manipulate.

Best Answer

Create an Output Function to record whatever information you like.

Alan Weiss

MATLAB mathematical toolbox documentation

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MATLAB: Is it possible to represent objective function and constraints as matrices while using optimization tool box

linprog() and intlinprog() and quadprog() and lsqlin() and lsqnonneg() are part of the Optimization Toolbox.

However, fminsearch(), fgoalattain(), fmincon(). fminunc(), fseminf(), lsqcurvefit(), lsqnonlin(), fsolve() and fzero() do not accept expressing the function in terms of matrices.

You can write a small anonymous function such as

residue = @(x) sum((M*x(:)).^2)

MATLAB: ‘fminunc’ function

See the documentation on fminunc (link). It always has been part of the Optimization Toolbox.

Depending on the problem you are solving, you might be able to use the fminsearch (link) function. You may have to use it with the norm (link) function to get the same results

For example:

x = rand(5,1);
YourFunction = @(p) p(1).^2 + p(2).*x - 10;
P = fminsearch(@(p) norm(YourFunction(p)), [1; 1])

Best Answer

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MATLAB: Is it possible to represent objective function and constraints as matrices while using optimization tool box

MATLAB: ‘fminunc’ function

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