DiffMinChange Option in FMINCON (R2019a)

29 ビュー (過去 30 日間)
Harald Kirchsteiger
Harald Kirchsteiger 2020 年 2 月 6 日
回答済み: Harsha Priya Daggubati 2020 年 4 月 8 日
I am trying to minimize a certain function, where the finite difference gradients have to be computed with rather large step sizes. Therefore, I tried to set the option DiffMinChange to 50. However, it seems the algorithm does not take this into account since I see when debugging that the differences are still computed based on the standard 1e-6 step.
Are there new options which overrule my specific options? Any suggestions?
Thanks, Harald
  1 件のコメント
Steven Lord
Steven Lord 2020 年 2 月 6 日
Did you pass the options that you created using optimoptions into fmincon? Using optimoptions does not "change the options globally" or anything like that, but I know users have thought it behaved that way in the past.

サインインしてコメントする。

回答 (1 件)

Harsha Priya Daggubati
Harsha Priya Daggubati 2020 年 4 月 8 日
Hi,
As mentioned, you have to use 'optimoptions' to change DiffMinChange of fmincon. But, DiffMinChange is one of the Hidden Options, so it can be viewed only by '.' referencing.
Refer the following links for more details:

カテゴリ

Help Center および File ExchangeSystems of Nonlinear Equations についてさらに検索

タグ

製品


リリース

R2019a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by