MATLAB Mathematics - SERC - Index of

Minimizing Functions and Finding Zeros
Creating and Using an Output Function
The following is a simple example of an output function that plots the points
generated by an optimization function.
function stop = outfun(x, optimValues, state)
stop = false;
hold on;
plot(x(1),x(2),'.');
drawnow
You can use this output function to plot the points generated by fminsearch in
solving the optimization problem
minimize
x
fx ( ) e x1 2 2
= ( 4x 1 + 2x 2 + 4x 1 x 2 + 2x 2 + 1)
To do so,
1 Create an M-file containing the preceding code and save it as outfun.m in a
directory on the MATLAB path.
2 Enter the command
options = optimset('OutputFcn', @outfun);
to set the value of the Outputfcn field of the options structure to a function
handle to outfun.
3 Enter the following commands:
hold on
objfun=@(x) exp(x(1))*(4*x(1)^2+2*x(2)^2+x(1)*x(2)+2*x(2));
[x fval] = fminsearch(objfun, [-1 1], options)
hold off
This returns the solution
x =
0.1290 -0.5323
fval =
-0.5689
4-15