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Plot update on each function call when running fmincon in parallel

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Dear All
I am trying to run fmincon in parallel and would like to plot the function value after each objective function calll. I also want to save/log this value to a global variable or file. Global variables cannot be used and I am not sure what to do next. I have tried different suggestions from the FEX but just cannot get it to work. Any help or suggestions would be much appreciated.
Thanks in advance
Etienne

Accepted Answer

Ameer Hamza
Ameer Hamza on 5 May 2020
Edited: Ameer Hamza on 5 May 2020
To plot the objective function value, you can specify using optimoptions(). For example
opts = optimoptions('fmincon', 'PlotFcn', 'optimplotfval');
fmincon(@(x) sum(x.^2.*exp(x)), rand(4,1), [], [], [], [], [], [], [], opts)
You can find the list of available plot functions here: https://www.mathworks.com/help/releases/R2020a/optim/ug/fmincon.html#busog7r-options and you can also create your custom plot function.
To save the value, you will need to use outputFcn, as demonstrated in John's answer here: https://www.mathworks.com/matlabcentral/answers/510713-is-it-possible-to-store-the-intermediate-values-of-fmincon#answer_420002. You can use his FEX package (mentioned in his answer) to avoid the global variable.

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