I'm at the moment solving a simple asset allocation model, where I would like to see the iterations and fval during the process.
This is my current setting of the fmincon ..
optimopt = optimset('fmincon'); optimopt = optimset('algorithm','interior-point') optimopt.MaxIter=7500; optimopt.MaxFunEvals=7500; optimopt.TolFun=0.05; optimopt.Display='final'; optimopt.HessUpdate='bfgs'; optimopt.Tolcon=0.05; optimopt.Diagnostics='off';
and when i add the following line
optimopt = optimset('PlotFcns',{@optimplotx,@optimplotfval,@optimplotfirstorderopt});
My final results differ completely 🙁 I'm completely lost since I would like to be able to show the results through plotfcns.
What can I do?
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