Hi,
I am using cvx to solve my optimization problem. The program works well, but I want to know
the value of the cost function and also the optimization variables in each iteration. Or I want to restrict cvx to a predefined numbers of iterations which I want. Please help me about this matter.
Best
Hamed
Section 8.2 of the CVX User Guide discusses controlling solver precision. You might find this helpful although it doesn’t seem to do exactly what you’re asking for.
I’m afraid it is not possible to do specifically want you are asking. CVX is not designed to provide such fine-grained control over the solvers. There is the cvx_solver_settings function that might be able to emulate your goals but it should only be used with extreme care.