Convergence in matlab


(zephr) #1

How to plot convergence of d.c. programming algorithm in cvx for every iteration when there are more sets of iteration in a single monte?


(Mark L. Stone) #2

Are you referring to Difference of Convex Programming?

Can you please clarify what you want to do? Are you wanting to implement a convergence criterion? http://web.stanford.edu/~boyd/papers/pdf/cvx_ccv.pdf suggests a criterion based on change in objective function. There are examples implemented using CVX at http://web.stanford.edu/~boyd/software/cvx_ccv_examples/ .

If you just want to plot “convergence”, you could record and use MATLAB’s plotting capability to plot objective function and maximum constraint violation at each iteration, or combined as penalized objective value, depending on which algorithm you implement.