fmincon function
in [Matlab]
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From: SARVANI NADIMINTY on 5 Apr 2010 12:30 Sorry for my typo mistake: [x,fval] = fmincon(@myfun1,x0,A,b,Aeq,beq,lb,ub,@mycon,options) I have given 6 nonlinear constraints in the 'mycon' function that consist of 96 different variables and the function to be optimized contains the same 96 variables. I have given all ones for the 'x0' matrix. The 'A, b, Aeq, beq, lb, ub' are empty matrices. I want value at each iteration. But It s taking a lot of time to execute the optimization and the function is not giving value at each iteration. It is stopping after an iteration say at 28th iteration although i am giving 1000 iterations. how can i change the options to overcome this problems or is there any other solution for this? Thank you SARVANI NADIMINTY
From: Alan Weiss on 7 Apr 2010 13:16 SARVANI NADIMINTY wrote: > Sorry for my typo mistake: > [x,fval] = fmincon(@myfun1,x0,A,b,Aeq,beq,lb,ub,@mycon,options) > I have given 6 nonlinear constraints in the 'mycon' function that > consist of 96 different variables and the function to be optimized > contains the same 96 variables. > I have given all ones for the 'x0' matrix. The 'A, b, Aeq, > beq, lb, ub' are empty matrices. > I want value at each iteration. But It s taking a lot of time to > execute the optimization and the function is not giving value at each > iteration. It is stopping after an iteration say at 28th iteration > although i am giving 1000 iterations. > how can i change the options to overcome this problems or is there any > other solution for this? > Thank you > SARVANI NADIMINTY Did you set the Display option to 'iter'? See, for example, http://www.mathworks.com/access/helpdesk/help/toolbox/optim/ug/brg0p3g-1.html#brg0p3g-9 Alan Weiss MATLAB mathematical toolbox documentation
From: SARVANI NADIMINTY on 7 Apr 2010 15:12 Alan Weiss <aweiss(a)mathworks.com> wrote in message <hpielr$49r$1(a)fred.mathworks.com>... > SARVANI NADIMINTY wrote: > > Sorry for my typo mistake: > > [x,fval] = fmincon(@myfun1,x0,A,b,Aeq,beq,lb,ub,@mycon,options) > > I have given 6 nonlinear constraints in the 'mycon' function that > > consist of 96 different variables and the function to be optimized > > contains the same 96 variables. > > I have given all ones for the 'x0' matrix. The 'A, b, Aeq, > > beq, lb, ub' are empty matrices. > > I want value at each iteration. But It s taking a lot of time to > > execute the optimization and the function is not giving value at each > > iteration. It is stopping after an iteration say at 28th iteration > > although i am giving 1000 iterations. > > how can i change the options to overcome this problems or is there any > > other solution for this? > > Thank you > > SARVANI NADIMINTY > > Did you set the Display option to 'iter'? > See, for example, > http://www.mathworks.com/access/helpdesk/help/toolbox/optim/ug/brg0p3g-1.html#brg0p3g-9 > > Alan Weiss > MATLAB mathematical toolbox documentation yes i set the display option to iter but then it is running slower
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