How do I plot the values at every iteration of an optimization algorithm against the value of the function to be optimized

Hello,

I am using fmincon to find the optimal variables to minimize a certain function, f(x). I want to be able to see the values of the variables at every iteration along with the associated value of f(x). I cannot seem to find what the values are at every iteration. The PlotFcns option doesn't really help.

Any ideas?

[Matt J]

Why wouldn't the PlotFcns option be what you need? Setting it to {@optimplotx, @optimplotfval} seems like it should do exactly what you're asking for.

[Rachel]

because the optimplotx only shows me the values used at every iteration as it is happening. I can't store them so I can plot them with their respective f(x) value.

Answer 1

[Alan Weiss]

Use an output function. See this link.

Alan Weiss

MATLAB mathematical toolbox documentation