How to access parameter guesses made by MATLAB in lsqnonlin?

Suppose I have defined some non-linear function f(x) where x is a vector of parameters. I then use lsqnonlin to solve for the x that minimizes this function.

options = optimoptions('lsqnonlin','Display','iter');
sol=lsqnonlin(f,x0,options);

How can I get a hold of all of the values of x that lsqnonlin checked when finding the minimum? I imagine that at some level lsqnonlin is conducting a grid search over various combinations of the parameter values. I would like the values of all of the grid points used in the search. sol only gives me the final answer.

Answer 1

[Matt J]

No, it is gradient-driven search, not a grid search. However, nearly all Optimization Toolbox solvers have an OutputFcn option, which can be used to acces the search points as in this example,

https://www.mathworks.com/help/optim/ug/output-functions.html#OutputFunctionsForOptimizationToolboxExample-5