How can I stop fminsearch in one iteration after a specific time?

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I used fminsearch for fitting experiment data to a model. It has 5 parameres. For beter optimizing, I changed two parameters in every run of fminsearch but unfortunatly sometimes for some of parameters value, it stops in one iteration and doesn't go to another one or finish. I need to set a certain time for stopping these iterations and sending program to another one. How can I do this?
Thanks,

Accepted Answer

Walter Roberson
Walter Roberson on 21 Jun 2020
fminsearch will stop immediately if funvalcheck is set and the first iteration is nan or complex. Or if there is an error evaluating the function.
  4 Comments
Walter Roberson
Walter Roberson on 22 Jun 2020
Edited: Walter Roberson on 22 Jun 2020
dbstop if naninf
can be very useful.
However in practice it can turn out to be more useful to put a conditional breakpoint at the end of your function that tests whether the value you are about to return contains non-finite numbers. The conditional breakpoint approach avoids accidental triggers on the internals of the optimization functions.

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More Answers (1)

Thiago Henrique Gomes Lobato
If when you say stop you mean it simply freezes and you don't get an error nor the iteration goes on than you probably have some while loop in your function that, for those parameters, simpy never ends or maybe a specific process that takes unreasonable many time for centain parameter combinations. Different from fminunc, for example, fminseach doesn't performs any line search, so as long as your function has constant time each iteration should take roughly the same amount of time. If it simply "freezes" then it is something in your function.

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