MATLAB: Fminsearch how to stop optimization if constantly return Inf and continue to use a new set of initial values

fminsearchinf valuesoptimization

I feed fminsearch with a pre-defined grids of initial values. Some initial values result in Inf function value. I want to stop the optimization when detecting constantly many Inf returns, and proceeds to another set of initial values. Any advice?

Best Answer

Use the OutputFcn option to define your own stopping criteria.

Related Solutions

MATLAB: Defining a stopping criterion for fmincon

Hi,

Yes, you can use optimset. You can directly use fmincon istead of createOptimProblem(but both work the same).

Hope this helps!

MATLAB: Set function tolerance patternsearch

Ok, after multiple tests, I actually found the answer to my question, here it is:

function [stop,options,optchanged] = stopfn(optimvalues,options,flag)
stop=false;
optchanged=false;
if optimvalues.fval <= 7e-3
stop=true;
end
end

and then:

options=optimoptions('patternsearch','Display','iter',...
        'MeshTolerance',1e-10, 'ScaleMesh', false,...
        'PlotFcn',@psplotbestf,...
        'UseCompletePoll',true,'ConstraintTolerance',0.1,'OutputFcn',@stopfn);

Best Answer

Related Solutions

MATLAB: Defining a stopping criterion for fmincon

MATLAB: Set function tolerance patternsearch

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