hook for an optimization problem.

Is there a possibility to pass optimization information into the optimzation subject?

I try to explain my question on a basic example: Take

https://de.mathworks.com/help/gads/patternsearch.html#buxdjea-2

How can I print e.g. the current iteration or the current MeshSize from within the optimizing function?

Sure, printing is not my really issue, there is OutputFcn for this. What I would like to achieve is to alter weights inside the optimizationg function based the current state of the optimization process.

Answer 1

[John D'Errico]

That is a bad idea.

You want to adjust your objective function in an optimization, based on iteration count, or some other information? Essentially, this creates an objective function that is not a continuous function. Worse, it is not even repeatable, so called a second time at the same location, you won't even return the same value? A really bad idea. And it invalidates the assumptions in essentially any optimization tool.

[Alexander]

I see.

Anyway, what I tried as a test a day after I posted was:

I introduced a global variable in a MATLAB source, incremented this along the iteration count, and checked this global var inside my optimization function.

This did not lead to any good behavior. I assume, for the reasons you mentioned. So, I got away from my idea by trying it out.

Thanks, anyway.