Saving solution in each iteration in YalMIP

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foroogh behroozi
foroogh behroozi il 18 Apr 2023
Commentato: Johan Löfberg il 27 Apr 2023
Hello,
I want to save variable values and corresponding objective value in each iteration in YalMIP. Is there any special option in sdpsettings to do that? here is the simple example that I want to save its values.
% Define variables
n = 2;
x = sdpvar(n,1);
% Define parameters
Q = magic(n);
% Define constraints
constraints = [sum(x.^2) <=1, x(1) >= -1, x(2) >= 1];
% Defined an objective function
objective = x'*Q*x;
% Set some options for YALMIP and solver
options = sdpsettings('solver','moment','moment.order',3);
% Solve the problem
sol = optimize(constraints, objective, options);

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