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feeding fminsearch with precomputed cost function values
Posted:
Oct 10, 2013 7:55 AM


Hi all!
If I use fminsearch I will get a cost function value after each parameter evaluation. Would it be possible to feed these results in a second run?
Let me explain my question. Probably I completely misunderstand the idea of fminsearch, but I could image that an optimization procedure is "sensing" the costspace of a problem, then finding stepbystep the minimum. Then if you feed precomputed costs for predefined parameters, it will "know" before evaluation that steping in a certian direction will lead to higher costs. Feeding predifined costs could therefore help the optimization coming more easy and faster to the optimal result.
Would this be possible?
Thanks in advance.
Kind regards, Kees



