fmincon does not call output function

MATLAB R2016b

I am using fmincon, and would like to run an output function to save data of each iteration.

I set the options and call fmincon as follows:

options = optimoptions('fmincon','Display','iter','Algorithm','sqp','DiffMinChange',0.01,'DiffMaxChange',0.5,'OutputFcn',@outf,'PlotFcn',@optimplotfval);
[x,fval,exitflag,output] = fmincon(@(X) Start(X,initval,C),X0,[],[],[],[],lb,ub,@(X) Constraints(C),options);

My output function is

function stop = outf(x,optimValues,state)
tenditer=toc;
stop=false;

fid = fopen('history_fuel.txt', 'at');
fprintf(fid,'%f \n',optimValues.fval); 
fclose(fid);
%...
%snip
%...
tic;
end

Fmincon iterates without problems, but never calls the output function, no file written and I double-checked by adding a debug-pause in my output function which is never triggered. I just followed the documentation and now I don't see what went wrong.

My question is: Why does it not call the output function and how can I do it?

Question 2: Also the PlotFcn is supposed to do something every iteration or not? In case it is supposed to, that one does not do anything either.

[Torsten]

...,@(X) Constraints(C),...

looks strange in your call to fmincon.

Best wishes

Torsten.

[GForce]

It used to be @(X) Constraints(X,C), but then I changed it to pass variables on through global variables to avoid making the same big calculation again. And then I did not need X anymore in Constraints and removed it.

Would that give problems? It does work when I run it, it evaluates the constraints without problems.

[Torsten]

So C is some function of X which already includes the constraints ?

[GForce]

No sorry forgot to mention, C is just a vector of constants. These constants together with the global variables from the objective function are used to calculate the constraints

[Torsten]

Ok.

What about changing

options = optimoptions('fmincon',...

to

options = optimoptions(@fmincon,...

You know this page

https://de.mathworks.com/help/optim/ug/output-functions.html#brjhnpu

?

Best wishes

Torsten.

[GForce]

Nope that does not help unfortunately

[Matt J]

No sorry forgot to mention, C is just a vector of constants. These constants together with the global variables from the objective function are used to calculate the constraints.

You are making a big assumption that the objective function will always be evaluated before the constraints. It would be better if you followed the guidelines here.

Answer 1

[Matt J]

What happens when you insert the debug pause again and call the OutputFcn directly from the options object

   options = optimoptions('fmincon','Display','iter','Algorithm','sqp',...
            'DiffMinChange',0.01,'DiffMaxChange',0.5,...
            'OutputFcn',@outf,'PlotFcn',@optimplotfval);

   options.OutputFcn()

[GForce]

Then it does enter into the 'outf' function and pause there

[Matt J]

Hmmm. Have you tried restarting MATLAB, rebooting the computer, etc...?