lsqnonlin with multiple start vectors: continue with next start vector if the function computing the objective function sets a "flag"

I want to execute lsqnonlin with multiple start vectors by iterating over a for-loop. If the function called by lsqnonlin (here, fun(x)) sets a variable to a specific value, I would like to continue with the next vector. A return statement in fun(x) will return the control to lsqnonlin, but not to the loop from which I called lsqnonlin.

That said, my goal is to forward some information from fun(x) to the place where lsqnonlin is called.

How can I achieve the desired result in my case?

%execute optimization 5 times with different start vectors
for i=1:5
    x0=...; %x0 associated with index i
    sol = lsqnonlin(@fun(x), x0, lb, ub);
end

function f = fun(x)
    %compute objective function f by calling external program
    f=...;
    
    %set staus=-1 if something goes wrong when calling the external program
    status=-1;
    if(status == -1)
        %MOVE ON TO i+1 IN THE LOOP ABOVE
    end
end

...

Answer 1

[Walter Roberson]

Use error() to cause lsqnonlin to abort. You might need try/catch to contain the error.

Answer 2

[Piyush Patil]

Hello,

Based on what I understood from your question, you want to iterate through the loop only when the "status" is -1.

So, to do that use "while" loop instead of "for" loop and increment the counter of "while" loop only when "status" is -1.

% initilize i to 1
i = 1;

while i<=5
    x0=...; %x0 associated with index i
    [sol,resnorm,residual,exitflag,output]
                             = lsqnonlin(@fun(x), x0, lb, ub);

    if(exitflag == -1)
        i = i+1
    end
end