How to replace my optimset with equivalent optimoptions ?
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Hi all
using Fsolve, I am getting into difficulties and want to use Jacobian and Hessian as well , but first I need to pass from optimset to optimoptions
currently my Options are :
options = optimset('Display','iter','MaxFunEvals',1e6,'MaxIter',1e6,'TolFun',1e-3,'DerivativeCheck','on','Diagnostics','on');
so first, I need to have the equivalent optimoptions and then include Jacobian and Hessian.
since for some of my input data no solution is found ( Func-Count = 1.5e+7 ) , I need to imrpove my solution
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Matt J
2019 年 7 月 3 日
編集済み: Matt J
2019 年 7 月 3 日
Why not just,
options = optimoptions(@fsolve, 'Display','iter','MaxFunEvals',1e6,'MaxIter',1e6,...
'TolFun',1e-3,'DerivativeCheck','on','Diagnostics','on');
22 件のコメント
Matt J
2019 年 7 月 3 日
編集済み: Matt J
2019 年 7 月 4 日
Do you understand the difference between symbolic and numeric computation? In symbolic computation, you present the expression for a function, and the software tries to take its derivatives analytically, as you or I would in a calculus course. The result is an analytical expression for the derivative, not a number.
But fsolve is a numeric solver. It puts in numbers for x and expects your code to give back numbers for the resulting Jacobian(x). On top of that, it does this repeatedly with different x, in its search for a solution. For the sake of speed, therefore, you don't want your code redoing the calculus to get expressions for the Jacobian every time it is called.
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