Stopping intlinprog if fval isn't changing

Dear All

I'm quite new to Matlab and I'm using it for optimizations. Now I'm trying to define some stopping criteria but I don't get it. How can i stop a intlinprog function if my fval value isn't changing over a certain amount of nodes? Is that even possible?

This is my code so far:

clear all

A = xlsread('Daten_jpd.xlsm','A');
Aeq = xlsread('Daten_jpd.xlsm','Aeq');
beq = xlsread('Daten_jpd.xlsm','beq');
b = xlsread('Daten_jpd.xlsm','b');

lb=xlsread('Daten_jpd.xlsm','lb');
ub=xlsread('Daten_jpd.xlsm','ub');

c=xlsread('Daten_jpd.xlsm','c');

intcon=xlsread('Daten_jpd.xlsm','intcon');

[x,valuef]=intlinprog(c,intcon,A,b,Aeq,beq,lb,ub);

I tried to use

options = optimoptions(@intlinprog,'OutputFcn',@stopFcn);

to include a stop Function, but there i got an error:

Error using optimoptions (line 105)
'OutputFcn' is not an option for INTLINPROG.
A list of options can be found on the INTLINPROG documentation page.

Thanks a lot for your Help!

Cheers yvlu

Answer 1

[Alan Weiss]

You probably have MATLAB R2014a, which does not have output function support for intlinprog. See the release notes.

Alan Weiss

MATLAB mathematical toolbox documentation

[yvlu]

Thanks a lot Alan, that was the issue. But im still wondering if it's possible to stop the intlinprog when i get the same fval for a certain amount of nodes? If yes, would it be possible to give me a hint?

Cheers Yves

[Alan Weiss]

Sorry, that is the functionality of output functions, and is not supported in R2014a.

Alan Weiss

MATLAB mathematical toolbox documentation

[yvlu]

Yeah I updated my version to 2015, so I can use an output function now. But I don't know how to formulate this function. When I try to use the otptimValues.fval i always get an error.

[Alan Weiss]

Read the documentation carefully.

Alan Weiss

MATLAB mathematical toolbox documentation