How to see at each iteration the results of fmincon

Hello,

I am using a Non linear MPC formulation for my problem, but I would like to check the results of fmincon at each iteration or generally see the "under the hood" options of the Non linear MPC solver.

How could I do that?

Answer 1

[rubindan]

The options OutputFcn and PlotFcn (which you specify using optimoptions) allows you see what happens in each iteration online.

I for exmaple once written a custom OutputFcn to save each iteration data in a log file.

Please see https://www.mathworks.com/help/optim/ug/output-functions.html for details.

[Christos Patrinos]

Thank you very much for your answer.

I will give it a try.