Re: optimization fminbnd, how to read the current value of an iteration

On 1/16/21 9:44 PM, Igor1954 wrote:
> optimization function  fminbnd,
> 1. how to read the current value of an iteration
> 2. how to read some columns from the results table
> Func-count     x          f(x)         Procedure
>      1        2.39996      0.67549        initial
>      2        3.88322     -0.67549        golden
>      3        4.79993    -0.996171        golden
>      4        5.08984    -0.929607        parabolic
>      5        4.70582    -0.999978        parabolic
>      6         4.7118           -1        parabolic
>      7        4.71239           -1        parabolic
>      8        4.71236           -1        parabolic
>      9        4.71242           -1        parabolic
> 

Regarding 1: By "current value" you mean the last value of f(x)?

Regarding 2: You must fix bug #59901 in your version of Octave (small 
typo in the m-file "edit fminbnd") then you can make use of the 
following script:

```````````````````````````````````````````````````````````````````````
1;  # Skript file

function stop = myOutputFcn (x, optimValues, state)
   persistent vals;

   ## if-branch called from "fminbnd" in each iteration.  Save values.
   if ((nargin == 3) && strcmp (state, "iter"))
     vals(end+1,:) = [optimValues.iteration, optimValues.funccount, x, ...
       optimValues.fval];
     stop = false;
   else
     ## else-branch just returns the saved values.
     stop = vals;
   endif
endfunction

## https://www.octave.org/doc/v6.1.0/XREFoptimset.html
options = optimset ("fminbnd");
options.Display = "iter";
options.OutputFcn = @myOutputFcn;

fun = @(x) x^2;
a = -1;
b =  1;

## https://www.octave.org/doc/v6.1.0/XREFfminbnd.html
[x, fval, info, output] = fminbnd (fun, a, b, options)

## Read out array from OutputFcn.
valueArray = myOutputFcn ()
```````````````````````````````````````````````````````````````````````

HTH,
Kai