No, this is not possible in Matlab.
You have to modify the optimization program to store intermediate values in a location, where they can be accessed externally. But even then your Matlab main thread is blocked by the optimization routine. Therefore you have to open another Matlab session to control the intermediate results. A bigh problem remains the kind of storage: Writing the intermediate data to a file is not trivial, because reading this file might be conflicting with writing. Example: The intermediate status is a [1 x 2] double value. Then you read the first scalar, the optimization function writes a new status. Afterwards the 2nd value is read. Consequence: You could see an infeasible point as intermediate value - not useful...
But this is a common problem. To be exact such common, that all optimization function I know personally have an output of intermediate values already. They write a log file and append new values, such that an incomplete writing of the status can be detected easily, because the last line is not complete.
