Making fmincon display function argument at each iteration

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 ?

Answer 1

[Ben Petschel]

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