custom stopping criteria when using fmincon

Does anybody know a way to define "custom stopping criteria" when using fmincon? What I want to do is to stop fmincon when the "optimal" or the funciton value becomes NaN. For example:

 Iter F-count        f(x)
    0      4     0.239457
    1      8     0.192672 
    2     12    0.0374073 
    3     16    0.0374069
    4     20    0.0355964
    5     24    0.0349293
    6     28    0.0347082
    7     32    0.0347077
    8     37     0.034304
    9     41    0.0341285
   10     45    0.0339353
   11     49          NaN
   12     53          NaN
...
I am interested in a way to stop fmicon at the 10-th iteration.
Many thanks

Answer 1

[Sarah Wait Zaranek]

You can set the stop flag as part of the output function. It is described in the documentation here:

http://www.mathworks.com/help/toolbox/optim/ug/f19175.html

Edited to add an example:

I am stopping using x values but you can get function values from the optimValues structure.

function testerMain 

x0 = [10;10;10]; % Starting guess at the solution

A = [-1 -2 -2; ... 1 2 2];

b = [0;72];

options=optimset('Algorithm','interior-point','Display','iter','OutputFcn',@outfun);

[x,fval] = fmincon(@myTestfun,x0,A,b,[],[],[],[],[],options);

disp(x)

end

function f = myTestfun(x) 
f = -x(1) * x(2) * x(3);
end

function stop = outfun(x,optimValues,state) 
stop = false;

if x(1) > 11 
stop = true; 
disp('Stopping, x > 11') 
end

end