Can I adjust patternsearch meshsize using output function (during optimisation)?
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I am trying to adjust the 'meshsize' between certain iterations of a patternsearch optimisation. The output functions provides access to the patternsearch options, however this does not provide the variable meshsize. The meshsize is located in the optimvalues structure which is read-only (as far as I am aware). Is there any way to modify this without restarting the optimisation afresh?
For context, I am using a 'dynamic' cost function which changes slightly and I want to prevent premature convergence (and ensure a good search). If not, I will have to try and figure out a smooth way to restart optimisation without creating too much of a mess.
Thanks for any help!
p.s. I tried adjusting the MeshContractionFactor and MeshExpansionFactor to both be scalars giving the desired meshSize regardless of the next poll outcome. However, MeshContractionFactor has to be between 0 and 1. So that won't work.
Alan Weiss on 23 May 2023
Sorry to say, but a patternsearch output function does not allow you to change the mesh size. However, as I think you know, the output function does allow you to change options on the fly. But if you tried changing options already, which is what I think your comment on MeshContractionFactor is about, then I do not have any other ideas for you.
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