Stopping fminsearch immediately?
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Allan Paolo
on 13 Sep 2021
Commented: Walter Roberson
on 13 Sep 2021
So I have fminsearch running a custom function func, with outputs A, B, and C: [A, B, C] = func(x, y, z).
I used the function fminsearch to optimize the parameters x, y, and z. My problem is that it takes too long as it gets stuck on invalid trial values for x, y, and z. I was able to determine that this happens when the trial results A, B, and C are very large. While I know that fminsearch would self-correct and that it would just re-assign values of x, y, and z, I find this very slow and I wanted to just exit fminsearch.
Therefore, I wanted it such that fminsearch would stop when A >= 1000, B >= 500, and C >= 500. I placed this on func(x, y, z):
if A >= 1000 || B >= 500 || C >= 500
A = nan
B = nan
C = nan
error('Poor x, y, and z values. Re-iterating.')
end
Sadly, while the function would exit, fminsearch would still try to continue solving the problem. Is there a way to stop fminsearch from doing this, or to accomplish my requirement that fminsearch would stop when it calculates A >= 1000 || B >= 500 || C >= 500?
Thank you very much.
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Accepted Answer
Walter Roberson
on 13 Sep 2021
Use the options to invoke an outputFcn https://www.mathworks.com/help/matlab/math/output-functions.html
Also you can specify MaxFunEvals and MaxIter
9 Comments
Walter Roberson
on 13 Sep 2021
y = 200;
options = optimset('OutputFcn', @(x,optimValues,state)output_opt(x,optimValues,state,y);
[x, Z] = fminsearch(@(x)func(x, y),[1000, 1000, 1000], options)
Walter Roberson
on 13 Sep 2021
[~, A, B, C] = func(x, y)
That requires recalculating everything that was calculated in func(). Using memoize() would avoid that. memoize() acts as a cache.
if stop
end
That is not needed.
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