Pass variables during minimization routine

Here's what I'm trying to do

- Create a function that I wish to minimize.

- Set an initial value of fbest=10000000 (or some other very large number).

- Use one of the preset minimization routines to minimize my function.

- During the minimization routine, each time the function is evaluated, if the output is less than "fbest", the parameter being used is displayed, and this output becomes "fbest". This way, I can look at the program as it runs and see how the values of the parameters change.

I created a really simple example to illustrate:

Right now I have:

p=zeros(3,1);
fbest=10000000;
f=@(p) fn_testfbest( p, fbest );
[x,fval,exitflag,output]=fminunc(f, p);
end

With a function to minimize of:

function [ obj ] = fn_testfbest( p, fbest )
 obj = (p(1)-1)^2 + (p(2)+1)^2 + (p(3))^2;
   if obj < fbest
       fbest=obj
   end
end

This isn't working, because the value of fbest was "set" when I defined the anonymous function (F=@p...) and any changes to it are lost each time the function runs. How do I allow fbest to change with each iteration and have the new value be saved?

Thanks!

Answer 1

[Sean de Wolski]

Use a nested function instead of an anonymous one.

http://www.mathworks.com/help/releases/R2016a/matlab/matlab_prog/nested-functions.html

http://www.mathworks.com/help/releases/R2016a/matlab/examples/nested-functions.html

Answer 2

[Jeff Ack]

How should I go about nesting the functions? Is the outer function the one that gets minimized or the inside one? I'm thinking that comparing the current iteration to "fbest" goes in the outer function, but I'm not certain how.

[Jeff Ack]

OK, I found a good example here: Passing Extra Parameters

If I have any additional questions, I will update this post.