An error due to output function

Hellow,

I am getting an error message which I did not expect (I explain why). I am solving an optimization problem. When I use fmincon no error appears. But, when I use patternsearch I get an error message, so this is really unexpected. The following are relevant parts of my code:

This works and I get no error message:

options=optimoptions('fmincon','OutputFcn',@(x,A,state)myoutput_Spline(x,A,state,dt,M),'StepTolerance',10^(-12),'FunctionTolerance',10^(-12),'MaxFunEvals',10^8,'MaxIter',10^8);
fmincon(cost,par0,[],[],[],[],lb,ub,[],options);

But this does not work and I get an error message:

options=optimoptions('patternsearch','UseParallel',UseParallel,'Display','iter','OutputFcn',@(x,A,state)myoutput_Spline(x,A,state,dt,M));
patternsearch(cost,par0,[],[],[],[],lb,ub,[],options)

Error using myoutput_Spline

Too many output arguments.

My output function is:

function stop = myoutput_Spline(x,A,state,dt,M) 
stop = false; 
if isequal(state,'iter') 
    par=x;
    par(1:M)=x(1:M)./dt;
    par(M+1:end)=x(M+1:end)./sqrt(dt);
    disp('Estimated parameters : ');
    disp(num2str(par)); 
    disp(['Approximate value of objective function (negative of sum of log-likelihoods) : ' num2str(A.fval)]);
end 
end

I have no idea what the hell is this!!!

Thanks for your help

Answer 1

[Walter Roberson]

https://www.mathworks.com/help/gads/pattern-search-options.html#f18601

Your output function must have the following calling syntax:

[stop,options,optchanged] = myfun(optimvalues,options,flag)

However, your outputfcn only has a single output.

Compare this to https://www.mathworks.com/help/optim/ug/output-function.html#f11028

The function definition line of the output function or plot function has the following form:

stop = outfun(x,optimValues,state)

You should be emitting all three outputs; fmincon should ignore the extra outputs.

[Mohammad Shojaei Arani]

Thanks Walter!