fmincon - How to suppress warnings during gradient estimation?

Fmincon estimates the gradient numerically. While doing so it sometimes gets close to the parameter bounds which causes my objective function to invert a lot of nearly singular matrices (and produce the respective warning).

How can I suppress warnings during numerical compuation of the gradient with the fmincon solver?

Answer 1

[Adam Danz]

To suppress warnings you first need the warning ID. To get the ID, run these two lines right after receiving the warning.

w = warning('query','last')
id = w.identifier;

Then you can turn it off, run the code, and turn it back on.

warning('off',id)
% code
warning('on',id)

Note that if your code is stopped prior to tuning it back on, obviously it won't be turned back on. Some people use try/catch to get around that.

More info

https://www.mathworks.com/help/matlab/matlab_prog/suppress-warnings.html

[Rosi Marungu]

Thank you. I also found this workaround. However I was looking for something that only turns off the warning during numerical computation of the gradient in optimization.

[Walter Roberson]

That does not exist.

[Rosi Marungu]

Thanks.