Display all function evaluations in fminsearch iterative display

I am using the banana function optimization example (https://www.mathworks.com/examples/optimization/mw/optim-ex93593175-banana-function-minimization) to understand how to use output functions for iterative optimization display. If I am understanding the output function operation for fminsearch correctly, the function is plotting the optimal value of x attained at each iteration. Is it possible to plot function evaluations undertaken by the simplex algorithm that were rejected (did not end up being a new optimal value), and, perhaps, plot them at a different point on the graph? I would eventually like to do this comparatively with other algorithms like patternsearch.

Thanks,

Nathanael Kazmierczak

Answer 1

[Alan Weiss]

There is another example that shows patternsearch points: Pattern Search Climbs Mount Washington.

But I believe that there is no way to get at all the points that fminsearch evaluates. See the Fields in optimValues, which describes the information available to output using an Output Function.

Alan Weiss

MATLAB mathematical toolbox documentation

[Nathanael Kazmierczak]

Great; thanks for clarifying this!

-Nathanael

[John D'Errico]

You COULD write them all out from the objective function itself. Or you could save them all as they are passed in. Or store them in a variable. Assuming this is a one time thing for your own edification, even a global variable would suffice, as much as I despise globals. A bit of a kludge, but any of the above would work.