Obtaining optimization variable in each iteration

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ujjal2...@gmail.com

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May 17, 2019, 11:42:28 AM5/17/19
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Hi

Is it possible to retrieve the optimization variable obtained in each iteration. I know in the info field, we can obtain the cost and grad norm for each iteration. But what if we want to retain the optimization variables as well, and process it in the main function?

Regards
Ujjal

Nicolas Boumal

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May 17, 2019, 2:51:39 PM5/17/19
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Yes you can! Go to the tutorial


and scroll down to "The options structure". Look for the option called statsfun.

The example of how to use this option is exactly what you need.

Best,
Nicolas

ujjal2...@gmail.com

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Jul 13, 2019, 7:10:26 AM7/13/19
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Thank you very much sir.

Regards
Ujjal

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