how does fmincon work
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Hi fellows,
Do you understand how does fmincon work exactly? I can not find a documentation in the HELP. It seems they are all just about how to set up the optimization problem. I would like to see an example of demonstration that how it finds a local minimum. It will include the searching path with respect to a particular start point. And especially how it stops with respect to the tolerances. I would be really grateful if you can show me that or tell me how to do that.
Thanks! :)
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Matt J
2014 年 1 月 6 日
It seems they are all just about how to set up the optimization problem. I would like to see an example of demonstration that how it finds a local minimum.
"doc fmincon" does contain an example that includes not just setting up the optimization problem, but also running fmincon itself and obtaining a solution.
And especially how it stops with respect to the tolerances.
By default, fmincon will print messages saying what stopping tolerance was met. Calling fmincon with additional output arguments is also a way to obtain further information,
[x,fval,exitflag,output] = fmincon(...)
It will include the searching path with respect to a particular start point.
If you mean you want intermediate iterations saved, that is a more advanced thing that requires the 'OutputFcn' option. This link gives an example of how to do it, though,
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その他の回答 (1 件)
Alan Weiss
2014 年 1 月 6 日
編集済み: Alan Weiss
2014 年 1 月 6 日
The algorithms fmincon uses are documented here. You can see a nice visual example of how fminunc minimizes Rosenbrock's function by executing
bandem
Alan Weiss
MATLAB mathematical toolbox documentation
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