# IRFunctionCurve and resulting objective function value

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Torsten Beer el 18 de Oct. de 2022
Respondida: Ravi el 29 de Dic. de 2023
Hello, I'm using the class IRFunctionCurve out of financial toolbox. With the method fitFunction I calibrate an IRCurve to existing bond data. I'm interested in the result value of the optimisation (either lsqnonlin or fmincon). Both optimisation functions would provide the resulting value of the objective function but the value is not taken into a variable (see second output:
Lines 566-570 of IRFunctionCurve.m
if strcmpi(FitOptions.OptimFunction,'lsqnonlin')
[Params,~,~,exitflag] = lsqnonlin(@costfun,x0,lb,ub,options);
else
[Params,~,exitflag] = fmincon(@(x) norm(costfun(x)),x0,A,b,[],[],lb,ub,[],options);
end
Is it possible to get the objective function value in another way? If not, could this be added in a later release?
Many thanks
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Torsten Beer el 18 de Oct. de 2022
I agree, but the code was from Financial Toolbox/IRFunctionCurve, so this would need to be implemented by Mathworks, Otherwise I would have to duplicate the function.
Torsten el 18 de Oct. de 2022
Maybe you have different releases for MATLAB basic package and the Financial Toolbox ?

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### Respuestas (1)

Ravi el 29 de Dic. de 2023
Hi Torsten Beer,
You can use the following function syntax for “lsqnolinto obtain the value of the optimization function.
[x,resnorm,residual,exitflag,output] = lsqnonlin(___)
Here, “resnorm” gives the value of the residual sum of squares at the solution “x”, and “residual” gives the residual “costfunction(x), the optimization function value at the solution.
For “fmincon” function, you can use the following simple syntax.
[x,fval] = fmincon(___)
Here, “fvalcontains the value of the objective function at the solution “x”.
Thanks,
Ravi
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