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How to see the current value of the variable in "fminsearch" optimization?

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Ahmed Rehan
Ahmed Rehan on 23 Jul 2020
Commented: Ahmed Rehan on 24 Jul 2020
Hi,
I am running fminsearch command to find a minimum of a function. It is taking very long. However, I want to see the current value of the variable being serached. For example,"X=fminsearch(@fcn,init0,options)" showld display X in each interation. I looked into documentaiton of "optimset" but I couldn't find something helpful.
Advance, Thanks,
Ahmed.

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Accepted Answer

Alan Weiss
Alan Weiss on 23 Jul 2020
You can do this using an Output Function. That example shows how to return the history of points, which is I think what you want.
Alan Weiss
MATLAB mathematical toolbox documentation

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Ahmed Rehan
Ahmed Rehan on 24 Jul 2020
Thank you so much. This does the job. Based on this solution, I also tried disp() command in my function code, which also did the work.

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More Answers (1)

Vladimir Sovkov
Vladimir Sovkov on 23 Jul 2020
optimset('Display','iter');
From Matlab documentation:
'Display' Level of display
'notify' (default) | 'final' | 'off' | 'none' | 'iter'
Level of display, specified as the comma-separated pair consisting of 'Display' and one of these values:
  • 'notify' — Display output only if the function does not converge.
  • 'final' — Display just the final output.
  • 'off' or 'none' — Display no output.
  • 'iter' — Display output at each iteration (not available for lsqnonneg).
Display is available for all optimization solvers.
Example: options = optimset('Display','iter')
Data Types: char | string

  2 Comments

Ahmed Rehan
Ahmed Rehan on 23 Jul 2020
Thank you for the answer, but this command only displays the iteration number, not the current value of variable tht is being searched. I want the current value of X in f(X) in the iteration.
Iteration Func-count min f(x) Procedure
0 1 708.748
1 3 675.4 initial simplex
2 5 645.167 expand
3 7 638.839 expand
4 9 591.374 expand
5 10 591.374 reflect
6 12 554.554 expand
Vladimir Sovkov
Vladimir Sovkov on 23 Jul 2020
I do not think it is possible with fminsearch due to a (generally) multidimensional nature of the variable, which is hard to display in a compact form.
The things are easier with the 1D variable: this case you can use an alternative function such as fminbnd, which is able to output the X values at every next itereation via the same approach; besides, it must be faster in the 1D case.

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