Making fmincon display function argument at each iteration

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Matthieu
Matthieu on 8 Nov 2013
Answered: Ben Petschel on 12 Nov 2013
Hello everyone,
I am using fmincon with parameter 'Display' at iter-detailed but there is something very useful that it still does not display: the argument of the function being minimised that resulted in the value for the iteration.
Is there any way to have this information ?

Answers (1)

Ben Petschel
Ben Petschel on 12 Nov 2013
The utility PEEK on the file exchange can be used to tell you which points were evaluated during the minimization, e.g.
f = @(x)norm(x-1); % function to be minimised
fpeek = @(x)peek(f(x),x); % save the values of f(x) and x, returning f(x) as the first output
fminsearch(fpeek,[0,0]); % minimise 2d function starting from x=[0,0]
[fxs,xs] = peek(); % fxs and xs are cell arrays where xs has the points evaluated at each step and fxs has the function values

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