fmincon save each iteration information
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I am using the fmincon, and I want to save the fitting value for each iteration automatically. What I can do is to display the fmincon information when the process is done using the optimset('display','iter'). But I could not find a way to save the value of obj function input in each iteration. Could anyone help to solve this problem?
Answers (1)
Alan Weiss
on 13 May 2015
Edited: Alan Weiss
on 13 May 2015
Use an output function to record whatever you like. This example records the history of the locations and the objective function value; modify it as you like.
Alan Weiss
MATLAB mathematical toolbox documentation
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