Hello Everyone,
I am using a Matlab-based modeling system for convex optimization, the CVX solver. I’d like to know how I can get all values on each iteration, such as the objective function value, or variable values. So long what I get is only the final value of the variables and the final value of the objective function after some iterations. I’d like to get those values for each iteration, saving them anywhere, but preferably on a .txt file or displaying them on the screen to be able to see the optimal value at each iteration by plotting them in one figure.
Thank you so much in advance for the help…