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Aman
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Joined: May 1st, 2004, 6:20 am

progressbar in fmincon function in matlab

August 18th, 2005, 3:25 pm

Is there any way to use progressbar when we use fmincon function in matlab?thanks in advance,cheers,
 
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wahoo2000
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Joined: June 3rd, 2005, 12:16 pm

progressbar in fmincon function in matlab

August 18th, 2005, 3:36 pm

Uh... A good optimization code will know it is at a global optimum when it gets there (ie KKT conditions - assuming the problem is convex), but prior to that point knowing "how far" it is from the optimal point would require knowing where that point is. This of course is the problem you are trying to solve in the first place (e.g why you are using fmincon). There may be ways to tie a progress bar to the percentage of function evals relative to the maxfuneval setting, but this is not a true measure of progress to the optimal point. If the problem is not even convex, then this is even more hopeless.