I have a function f(x) to minimize using fminunc, but I want to apply a filter to x after every iteration. This is a simple example, just to explain:
x=4;func=@(x)myfunct(x)options=optimoptions('fminunc','SpecifyObjectiveGradient',true,'Display','iter');x0=2;[best_x, fval, exitflag, output] = fminunc(func,x0,options)
% myfunction
function [OF,grad_OF]=myfunct(x)OF=3*x^2+2*x;grad_OF=6*x+2;
In this case the solver starts from x0, until it finds the minimum; I would that after every iteration, my x0 is x0=2*best_x (or x0=best_x – 2….) Now it is not important the specific relation, but how can I use and modify the best_x in every iteration, using it as the new starting point in fminunc solver.
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