How to call objective function in outputfcn or plotfcn during optimization?

I want to minimize a complicated objective function. It returns 1. objective function value and 2. some fit data (like the fitted line from a ls regression). I want to use the 'OutputFcn' or 'PlotFcn' argument to draw the fitted line given the paramters at the current iteration. Unfortunately the fields in optimValues do not contain the obj_function, so I don't know how to do it. Can anyone help?

As a MWE consider the code below which does the least squares regression numerically.

%% Random Data
x = 1:.1:20;
x = x';
e = randn(numel(x),1)*10;
y = 1 + 3*x + e;

%% Optimization
eparam = fminunc(@(param) obj_fun(param, x, y), [0 0]);

%% Plot I want drawn at every iteration
[sum_of_squared_residuals,y_pred] = obj_fun(eparam,x,y);
plot(x,y)
hold on
plot(x, y_pred)

%% Objective function
function [sum_of_squared_residuals,y_pred] = obj_fun(param,x,y)

intrcpt = param(1);
slope = param(2);

y_pred = intrcpt + slope*x;
squared_residuals = (y-y_pred).^2;
sum_of_squared_residuals = sum(squared_residuals);

end

Answer 1

[Matt J]

Unfortunately the fields in optimValues do not contain the obj_function

It does. It's the fval field.

https://www.mathworks.com/help/matlab/math/output-functions.html#bsgpq6q-37

[Michael Stollenwerk]

This is just the obj_function(current_point) and not the obj_function handle, which I would need to access the second output argument of obj_function.

[Matt J]

Where does your output function reside? obj_fun can be called from any function in the same file, including from the output function, if it s defined there.

[Michael Stollenwerk]

The output function is in my own my_fmincon file. The obj_fun is defined in an m-file which calls my_fmincon. I checked the workspace via debugger in the output function. obj_fun is unfortunately not there.

[Matt J]

In my_fmincon, you can define the output function like so,

fmincon(objf_fun, _____,'OutputFcn',@(a1,a2,a3)  outfun(a1,a2,a3, obj_fun))

function stop = outfun(x,optimValues,state, obj_fun)

   ....

end

You can also make outfun a nested function ithin my_fmincon, in which case it will have access to anything in my_fmincon's main workspace.

[Michael Stollenwerk]

Perfect, thanks! This works.

[Matt J]

You're welcome, but please Accept-click the answer to indicate so.