Is there a way to plot the output of my function for fmincon evaluations?
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I want to plot the progression of my objective as it is being optimized by fmincon. I was hoping the output would be in a regular pattern (for my three variable function, something like: 1. del_x_step, 2. del_y_step, 3. del_z_step, [evaluate gradient, etc], 4. new position) so I could just plot every 4th step. However upon viewing the outputs, I see that the function seems to bounce around a bit between successive iterations.
Norm of First-order
Iter F-count f(x) Feasibility Steplength step optimality
0 4 -1.848033e+04 3.097e+01 8.456e+01
1 9 -2.084884e+04 0.000e+00 7.000e-01 6.711e+01 3.159e+02
2 22 -2.086112e+04 0.000e+00 4.035e-02 2.496e+00 3.015e+02
3 26 -2.227361e+04 0.000e+00 1.000e+00 1.393e+01 1.816e+02
4 37 -2.228014e+04 0.000e+00 8.235e-02 2.194e+00 7.227e+01
5 41 -2.243568e+04 0.000e+00 1.000e+00 1.467e+00 2.271e+02
6 47 -2.270094e+04 0.000e+00 4.900e-01 9.539e+00 8.021e+01
7 51 -2.271830e+04 0.000e+00 1.000e+00 3.290e+00 1.466e+02
8 60 -2.272500e+04 0.000e+00 1.681e-01 1.128e+00 1.370e+02
9 91 -2.273291e+04 0.000e+00 6.571e-05 1.702e+00 7.642e+01
10 95 -2.276594e+04 0.000e+00 1.000e+00 2.046e+00 1.681e+02
11 120 -2.276670e+04 0.000e+00 5.585e-04 6.198e-04 1.664e+02
12 126 -2.276754e+04 0.000e+00 4.900e-01 3.616e-02 1.656e+02
13 148 -2.276926e+04 0.000e+00 1.628e-03 3.320e-04 1.684e+02
14 175 -2.276926e+04 0.000e+00 6.571e-05 3.230e-05 1.684e+02
Optimization stopped because the relative changes in all elements of x are
less than options.TolX = 1.000000e-06, and the relative maximum constraint
violation, 0.000000e+00, is less than options.TolCon = 1.000000e-06.
Optimization Metric Options
max(abs(delta_x./x)) = 7.75e-07 TolX = 1e-06 (default)
relative max(constraint violation) = 0.00e+00 TolCon = 1e-06 (default)
My questions are:
1. Is there a straightforward explanation for the additional function evaluations adding to the f-count? 2. Is it reasonable to just plot the output at each iteration (e.g. at 4, 9, 22, etc shown above)?
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Accepted Answer
Alan Weiss
on 5 Nov 2015
It is not clear that you are obtaining a true minimum. See the documented suggestions on what to do to ensure that you have a real minimum.
As for plotting, have you tried to use one of the built-in plot functions? Perhaps @optimplotfval would give you what you seek.
Good luck,
Alan Weiss
MATLAB mathematical toolbox documentation
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