Problem with plotting FMINCON results

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?

Answer 1

[Alan Weiss]

When you "add the following line" you overwrite all your previous options, and reset them to their default values. To keep your previous options and just update a few:

optimopt = optimset(optimopt,'PlotFcns',{@optimplotx,@optimplotfval,@optimplotfirstorderopt});

I do not understand why you set Display to 'final' instead of 'iter'--you seem to want to see the iterations.

Alan Weiss

MATLAB mathematical toolbox documentation

[DankoJones]

Cheers, should have seen that.