Stopping fmincon based on timer

Hi, I asked this before and accepted an answer before having some trouble implementing the code, so I think I need to ask again...

I'm trying to terminate fmincon.m after a certain amount of time has elapsed, and the answer was to use an output function which will flag for the iteration to stop based on tic/toc, but I'm having trouble doing this.

My current attempt is:

function stop = outfun()
stop = false;
if toc > 50
    stop = true;
end

My error message is confusing since I have no input arguments:

??? Error using ==> outfun
Too many input arguments.

I want the iteration to stop after the timer reaches 50. There is a "tic" just before fmincon is called, and I'm not sure that it's being passed to outfun. I don't know any other way to use tic/toc without requiring an intermediate variable having to be passed to the function. For all my other code I use

t = tic;
while toc(t) < limit
[code]
end

But I can't figure out how to get t into outfun.

Thanks for any help

Answer 1

[Ryan G]

It looks like you are trying to replicate a timer object which is already available in MATLAB. Perhaps you should try using that instead and you may see better results.

[Michael]

Hi, thanks for the reply. I can't find any tangible explanation of what this object is in the MATLAB documentation, nor an example of how it could be used to terminate fmincon after a certain amount of time. Can I just put @fmincon as the function?

Thanks

Answer 2

[Sean de Wolski]

Hi Michael,

Here is a small example that does this with a timer:

function x = demoFMINCONwithTIMER

options = optimset('Display','iter','Algorithm','Interior-Point'); %for show
setappdata(0,'FMINCONsStopFlag',false); %stopping flag is false
T = timer('startdelay',10,'timerfcn',@(src,evt)setappdata(0,'FMINCONsStopFlag',true)); %after 10 seconds change the flag to true
start(T); %start the timer, T minus 10 seconds!
x = fmincon(@objfun,[500 5000 40],[],[],[],[],[-10000 -10000 -10000],[10000 10000 10000],[],options);

      function w = objfun(x)        
          pause(0.5);         %force it to wait
          StopFlag = getappdata(0,'FMINCONsStopFlag'); %get stop flag
          if StopFlag
              error('Time elapsed')
          end
          w = sum(sin(x));  %simple objective function
      end
  end

Copy this into an *.m file and run it. And for more information on timers:

doc timer

Answer 3

[Matt J]

My error message is confusing since I have no input arguments:

That's precisely the problem. You're supposed to have input arguments. The documentation on Output Functions will tell you that the output function has to be written with a very specific input syntax, including 3 input arguments. FMINCON is trying to pass these arguments to the output function you supplied and is getting errors when it won't accept them.

But I can't figure out how to get t into outfun.

I'm not sure that calling toc, as you are now doing, will present any problems. However, there are general techniques for passing fixed parameters to functions in MATLAB

http://www.mathworks.com/help/optim/ug/passing-extra-parameters.html