MATLAB: How can i see all the iteration values while using fminsearch command. I also want to get a figure to see if the error is minimized. Please help

error minimizationfminsearchfractional order pid controllerMATLABoptimization

I am trying to use fminsearch command of MATLAB to get optimized parameter values of the fractional Order PID Controller. I've got the parameter values. But I want to know how can I see all the iteration values of the cost function. I also want to get a graph showing the minimization of the errors. How can I have both of them ??

Best Answer

Include options in your fminsearch call:

options = optimset('Display','iter','PlotFcns',@optimplotfval);
[x,fval,exitflag,output] = fminsearch(fun,x0,options)

Alan Weiss

MATLAB mathematical toolbox documentation

Related Solutions

MATLAB: How to change the ‘MaxIterations’ option in matlab ‘createOptimProblem(’fmincon’,……….)’

You need to do this,

opts=optimoptions('fmincon', 'MaxFunctionEvaluations',3000);
problem = createOptimProblem('fmincon','x0',x0,...
    'objective',objective,'lb',lb,'ub',ub,'nonlcon',constfunc,'options',opts);

MATLAB: Matlab: Get the Hessian matrix using Multistart

MultiStart does not return the Hessian. But, if you really want the Hessian for computing confidence intervals, you shouldn't use the fmincon Hessian anyway, because, as documented, it is inaccurate.

I do not know what the confidence interval calculation is when there are active constraints in a maximum likelihood calculation. If, at the end of the calculation, there are no active constraints, then you can call fminunc on the function at the final point. As documented, fminunc Hessians are accurate.