Can we choose step size rule in fmincon?
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回答 (2 件)
Walter Roberson 2022 年 6 月 25 日
https://www.mathworks.com/help/optim/ug/optimizing-a-simulation-or-ordinary-differential-equation.html#btfixqo shows some control for Finite Differences . However there is no control over the step size rule.
John D'Errico 2022 年 6 月 25 日
If you could control the stepsize, then it would damage the convergence properties of a tool like fmincon. Sadly for you, this is something you cannot have, or if you could, you would not want it, IF you understood the cost.
I'd wonder if what you may want is essentially the ability to make some of the parameters discrete, thus taking on only certain levels. And that is better done in a tool like GA.