I already did something similar, but I was wondering whether there is some
specialized mechanism.

Thanks for response.

On Mon, Jul 30, 2012 at 4:12 PM, Steven G. Johnson <[email protected]>wrote:

>
> On Jul 30, 2012, at 5:53 AM, Dženan Zukić wrote:
>
> Is it possible to save optimal X vector and function value after each
> iteration of the optimizer (maximizer in my case)? If yes, how?
>
>
> Sure, just add a couple of lines to your objective function to keep track
> of the return value compared to the optimum so far.  If it is better than
> the optimum so far, then save X in whatever form you like.
>
> Steven
>
>
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