optimbase_outputcmd

Calls back user's output command.

Syntax

stop = optimbase_outputcmd(opt, state, data)

Argument

opt

The object of TOPTIM type (tlist).

state

A 1-by-1 matrix of strings, the current state of the algorithm.

Available values are "init, "iter", "done".

data

A data structure with type T_OPTDATA containing at least the following fields.

x: The current optimum.
fval: The current function value.
iteration: The current iteration index.
funccount: The number of function evaluations.

stop

A 1-by-1 matrix of booleans.

stop is %t if the optimization algorithm must be stopped.

stop is %f if the optimization algorithm must continue.

Description

The optimbase_outputcmd function calls back user's output command. The -outputcommand option allows to configure a command which is called back at the start of the optimization, at each iteration and at the end of the optimization.

It might happen that the output function requires additional arguments to be evaluated. In this case, we can use the following feature. The outputcmd argument can also be the list (outf, a1, a2, ...). In this case outf, the first element in the list, must be a function and must have the header :

stop = outf(state, data, a1, a2, ....)

where the input arguments a1, a2, ... are automatically appended as parameters to the call.

Example

function [f, index]=fun(x, index)
    f = 2*x - 4;
endfunction

function stop=myoutputcmd(state, data)
    iter = data.iteration
    if ( state == "init" ) then
        mprintf ( "=================================\n");
        mprintf ( "Initialization\n");
    elseif ( state == "done" ) then
        mprintf ( "=================================\n");
        mprintf ( "End of Optimization\n");
    end
    fc = data.funccount
    fval = data.fval
    x = data.x
    mprintf ( "Iter. #%3d, Feval #%3d, Fval = %.1e, x = %s \n" , ..
    iter, fc, fval, strcat(string(x)," "));
    stop = %f
endfunction

a = -5;
b = 5;
x0 = (a+b)/2;;

// Creates the object
opt = optimbase_new();

// Configures the object
opt = optimbase_configure(opt,"-numberofvariables",2);
opt = optimbase_configure(opt, "-x0", x0);
opt = optimbase_configure(opt, "-tolxrelative", 10*%eps);
opt = optimbase_configure(opt, "-maxiter", 100);
opt = optimbase_configure(opt, "-function", fun);
opt = optimbase_configure(opt,"-outputcommand", myoutputcmd);

function x=Dicho(opt, a, b)
    xk = optimbase_cget(opt, "-x0");
    [opt, fx0,index] = optimbase_function (opt , xk , 4);
    opt = optimbase_set ( opt , "-fx0" , fx0 );
    opt = optimbase_set ( opt , "-xopt" , x0 );
    opt = optimbase_set ( opt , "-fopt" , fx0 );

    // OutputCmd
    brutedata = optimbase_outstruct ( opt );
    data = tlist(["T_OPTBDATA",...
    "x","fval","iteration","funccount"]);
    data.x = brutedata.x;
    data.fval = brutedata.fval;
    data.iteration = brutedata.iteration;
    data.funccount = brutedata.funccount;
    stop = optimbase_outputcmd (opt , "init" , data );

    while optimbase_get(opt, "-iterations") <optimbase_cget(opt, "-maxiter")
        [opt, f,index] = optimbase_function(opt, xk, 4);
        [opt, g, index] = optimbase_function(opt, a, 4);
        if g*f <=0 then
           b = xk;
        else
            a = xk;
        end
        x = (a+b)/2;
        opt = optimbase_incriter(opt);
        opt = optimbase_set ( opt , "-xopt" , x );
        opt = optimbase_set ( opt , "-fopt" , f );
        temp = abs(x-xk);
        
        if temp < optimbase_cget(opt, "-tolxrelative")
            // OutputCmd
            brutedata = optimbase_outstruct ( opt );
            data = tlist(["T_OPTBDATA",...
            "x","fval","iteration","funccount"]);
            data.x = brutedata.x;
            data.fval = brutedata.fval;
            data.iteration = brutedata.iteration;
            data.funccount = brutedata.funccount;
            stop = optimbase_outputcmd (opt , "done" , data );
            break
        end
        xk = x;
        
        // OutputCmd
        brutedata = optimbase_outstruct ( opt );
        data = tlist(["T_OPTBDATA",...
        "x","fval","iteration","funccount"]);
        data.x = brutedata.x;
        data.fval = brutedata.fval;
        data.iteration = brutedata.iteration;
        data.funccount = brutedata.funccount;
        stop = optimbase_outputcmd (opt , "iter" , data );
    end

endfunction
x = Dicho(opt,a,b)

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Last updated:
Wed Jun 15 08:27:38 CEST 2016