Set function tolerance patternsearch

Hello,

I'm trying to do a minimization using patternsearch, here's a portion of my code.

lb=[Pmin Tmin];
ub=[Pmax Tmax];
objective=@(PT)objective_meemum(PT,bulk,pos,an);
options=optimoptions('patternsearch','Display','iter',...
   'MeshTolerance',1e-10, 'ScaleMesh', false,'PlotFcn',@psplotbestf,...
   'UseCompletePoll',true);
[PTopt(i,:), distance(i)]=patternsearch(objective,PT0,[],[],[],[],lb,ub,[], options);

In fact, I would want my the optimization to stop when the objective function gives a value <7e-3 (in this case the value is the distance variable).

Is there a way to do this? It seems like the FcnTolerance option does not work with patternsearch.

Thank you for the help,

Guillaume

[Guillaume Bonnet]

Ok, so I figured I could use the Output Function to create a threshold and stop the optimization:

function stop = stopfunction(optimValues)
stop=false;
if optimValues.fval <= 7e-3
    stop = true;
end
end

and then use this function in my main code by changing my options to:

options=optimoptions('patternsearch','Display','iter',...
        'MeshTolerance',1e-10, 'ScaleMesh', false,...
        'PlotFcn',@psplotbestf,...
        'UseCompletePoll',true,'ConstraintTolerance',0.1,'OutputFcn',@stopfunction);

This seems to be the way to solve my problem.

However, when running the code, I get an error message:

"Error using stopfunction

Too many output arguments."

Any idea where the problem might be?

Answer 1

[Guillaume Bonnet]

Ok, after multiple tests, I actually found the answer to my question, here it is:

function [stop,options,optchanged] = stopfn(optimvalues,options,flag)
stop=false;
optchanged=false;
if optimvalues.fval <= 7e-3
stop=true;
end
end

and then:

options=optimoptions('patternsearch','Display','iter',...
        'MeshTolerance',1e-10, 'ScaleMesh', false,...
        'PlotFcn',@psplotbestf,...
        'UseCompletePoll',true,'ConstraintTolerance',0.1,'OutputFcn',@stopfn);