Can I create an OutputFcn property for the Optimization Toolbox solvers like the ODE OutputFcn option?

The ODE solvers have a parameter in ODESET called OutputFcn.

OutputFcn - Installable output function [ function ]

This output function is called by the solver after each time step. When

a solver is called with no output arguments, OutputFcn defaults to the

function odeplot. Otherwise, OutputFcn defaults to [].

Something like this would be very nice to have for the functions in the Optimization Toolbox. It would provide a way to examine the progress of the optimizer at each step of the process.

Answer 1

[MathWorks Support Team]

This feature has been added to the Optimization Toolbox 2.3 (R13SP1). See the documentation here:

http://www.mathworks.com/access/helpdesk_r13/help/toolbox/optim/ref_int7.shtml

for more information on how to use an output function.

If you are using a version older than the Optimization Toolbox 2.3 (R13SP1), the only workaround is to have the objective function display information each time it is executed.