Plot function variables for each iteration in fmincon

Hi,

I am trying to plot the variables values calculated for each iteration in fmincon. @optimplotx give histogram plot but i want to plot separately each variable for my function. I am able to plot for each function evaluation, but i want the variable values to be plotted for each iteration just like @optimplotfcn.

Answer 1

[Matt J]

You can specify your own custom PlotFcn. You don't have to use one of the pre-written choices like, @optimplotx.

 function stop = myplotfun(x, optimValues, state)

   persistent data

   if ~nargin % example reset mechanism
     data=[];
   end

   if strcmp(state,'iter')
    data=[data,x(:)];
    plot(data.');
   end

   stop=0;

 end

[Suvrat Ramasubramanian]

Hi,

Thanks for your reply. I tried using the code for the plot. However i keep getting this error. I have been trying to figure out a solution but I cant find one.

Error using myplotfun.

Too many output arguments.

Error in callAllOptimPlotFcns (line 138)

        state(i) = feval(plotNames{i},x,optimvalues,'init',varargin{:});
Error in barrier
Error in barrier
Error in barrier
Error in fmincon (line 798)
    [X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] =
    barrier(funfcn,X,A,B,Aeq,Beq,l,u,confcn,options.HessFcn, ...

[Suvrat Ramasubramanian]

I figured out the issue. i included:

function stop = myplotfun(x, optimValues, state)

stop = false; ...

Since the problem has 3 variables the x value computed is a 3Xn matrix, depending on the number of iterations. Is it possible to plot the variable values individually in subplots?

Thanks

[Matt J]

I think myplotfun needs to return an output argument. See my revised version.

[Matt J]

Is it possible to plot the variable values individually in subplots?

Yes, it is possible. You can write any plotting code you want in myplotfun.

If this solves your issue, please click "Accept".

[Suvrat Ramasubramanian]

Yes this is perfect! thank you!

[Suvrat Ramasubramanian]

Hi Matt,

I tried plotting the variables and the fval value by defining custom function like you shared.

@myplotx

function stop = myplotx(x, optimValues, state)

     persistent d1 d2 d3

     if ~nargin % example reset mechanism
       d1=[];
       d2=[];
       d3=[];
     end

     if strcmp(state,'iter')
      d1=[d1,x(1)];
      d2=[d2,x(2)];
      d3=[d3,x(3)];
      subplot(4,1,1)
      plot(d1.','diamond');
      grid on
      hold on
      title('Proportion Gain (Kp) Plot')
      xlabel('Iterations')
      ylabel('Paramater value')
      legend('Gain value')
      subplot(4,1,2)
      plot(d2.','diamond');
      grid on
      hold on
      title('Integral Gain (Ki) Plot')
      xlabel('Iterations')
      ylabel('Paramater value')
      legend('Gain value')    
      subplot(4,1,3)
      plot(d3.','diamond');
      hold on
      grid on
      title('Derivative Gain (Kd) Plot')
      xlabel('Iterations')
      ylabel('Paramater value')
      legend('Gain value')    
     end

     stop = 0;
   end

@myplotfval

function stop = myplotfval(fval, optimValues, state)

     persistent data
     if ~nargin % example reset mechanism
         data=[];
     end

     if strcmp(state,'iter')
         data=[data,fval(:)];
         subplot(4,1,4)
         plot(data.','diamond');
         title('Function Evaluation Plot')
         xlabel('Iterations')
         ylabel('Function value')
         legend('FVal')       
         grid on
     end

     stop = 0;
   end

I think subplot is not working. Also at the end of the optimization loop i get a blank plot. What is wrong with the plot?

[Suvrat Ramasubramanian]

I would really appreciate if someone can answer this issue. When plotting all the variables together in a single plot the function works. However when i use subplots, i see the variables being plot individually, and at the end of the execution all i get it a single blank plot. I don't know what is causing this. Also the fval would not plot using subplot.

[Matt J]

Not sure, but when I put the plot routines in an OutputFcn instead,

 opts=optimoptions(@fmincon,'OutputFcn', {@myplotx,@myplotfval});

I get no problems.

[Suvrat Ramasubramanian]

Wow, i was using 'PlotFcns' instead of 'OutputFcn'. This solved the problem. Thanks Matt.

[Matt J]

PlotFcns is indeed the more natural thing to use. No idea why it doesn't work.

[Xingwang Yong]

It seems the reset mechanism above is made wrong on purpose. For completeness, this is one that works

 function stop = myplotfun(x, optimValues, state)
   persistent data
   if strcmp(state,'init') % example reset mechanism
     data=[];
   end
   if strcmp(state,'iter')
    data=[data,x(:)];
    plot(data.');
   end
   stop=0;
 end