Unconstrained Optimization using fminunc and plotting convergence history
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I have solved an unconstrained optimization problem using fminunc. I now want to plot the convergence history, ie , plotting the function value at each iteration of a graph. How do I extract the iteration and function value arrays so that I can do so?
clear all
close all
clc
fun=@(x)((x(1)-10*x(2)).^2)+(5*(x(3)-x(4))^2)+((x(2)-2*x(3))^4)+(10*(x(1)-x(4))^2);
x0=[1,2,3,4];
[x,fval]=fminunc(fun,x0)
options = optimoptions(@fminunc,'Display','iter','Algorithm','quasi-newton');
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Walter Roberson
2018년 10월 31일
Why not use PlotFcn option?
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