To use a plot function other than those included with the software, you can write your own custom plot function that is called at each iteration of the pattern search to create the plot. This example shows how to create a plot function that displays the logarithmic change in the best objective function value from the previous iteration to the current iteration. More plot function details are available in Plot Options.
To create the plot function for this example, copy and paste the following code into a new function file in the MATLAB® Editor:
function stop = psplotchange(optimvalues, flag) % PSPLOTCHANGE Plots the change in the best objective function % value from the previous iteration. % Best objective function value in the previous iteration persistent last_best stop = false; if(strcmp(flag,'init')) set(gca,'Yscale','log'); %Set up the plot hold on; xlabel('Iteration'); ylabel('Log Change in Values'); title(['Change in Best Function Value']); end % Best objective function value in the current iteration best = min(optimvalues.fval); % Set last_best to best if optimvalues.iteration == 0 last_best = best; else %Change in objective function value change = last_best - best; plot(optimvalues.iteration, change, '.r'); end
Save the file as psplotchange.m
in a folder on the MATLAB path. The code is explained in How the Plot Function Works.
The problem is the same as Constrained Minimization Using patternsearch and Optimize Live Editor Task. To set up the problem:
Enter the following at the MATLAB command line:
x0 = [2 1 0 9 1 0]; Aineq = [-8 7 3 -4 9 0]; bineq = 7; Aeq = [7 1 8 3 3 3; 5 0 -5 1 -5 8; -2 -6 7 1 1 9; 1 -1 2 -2 3 -3]; beq = [84 62 65 1];
Because this is a linearly constrained problem, set the
PollMethod
option to
'GSSPositiveBasis2N'
. Include both the
@psplotbestf
built-in plot function and the custom
plot function @psplotchange
in the options.
options = optimoptions('patternsearch',... 'PlotFcn',{@psplotbestf,@psplotchange},... 'PollMethod','GSSPositiveBasis2N');
Run the example by calling patternsearch
starting from
x0
.
[x,fval] = patternsearch(@lincontest7,x0,...
Aineq,bineq,Aeq,beq,[],[],[],options);
Because the scale of the y-axis in the lower custom plot is logarithmic, the plot shows only changes that are greater than 0.
The plot function uses information contained in the following structures.
optimvalues
— Current state
of the solver, a structure
flag
— Current status of
the algorithm, a character vector
The most important statements of the custom plot function, psplotchange.m
,
are summarized in the following table.
Custom Plot Function Statements
Statement | Description |
---|---|
persistent last_best | Creates the persistent variable |
set(gca,'Yscale','log') | Sets up the plot before the algorithm starts. |
best = min(optimvalues.fval) | Sets |
change = last_best - best | Sets the variable |
plot(optimvalues.iteration, change, '.r') | Plots the variable |