MaxFunctionEvaluations not working in optimset() for fsolve()

Question

Turing Machine 2021 年 7 月 8 日

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https://jp.mathworks.com/matlabcentral/answers/874303-maxfunctionevaluations-not-working-in-optimset-for-fsolve

編集済み: Torsten 2024 年 4 月 12 日 21:28

I want to solve a 3x3 system numerically. Nevertheless at given initial guess values it prompts

Solver stopped prematurely.
fsolve stopped because it exceeded the function evaluation limit,
options.MaxFunctionEvaluations = 3.000000e+02.

To assess whether it's unable to solve the system for lack of enough function evaluations or iterations, I tried to set:

options.MaxIterations = 1000;
options.MaxFunctionEvaluations = 4000;

Nonetheless, no matter what value I put, I always get

options.MaxFunctionEvaluations = 3.000000e+02.

I'd appreciate if you may help me in how to increase the number of function evaluations and maximum iterations.

PD: My code looks like this:

function F = three_by_three_system(x, params)
    %some ;
end
x0 = [1 1 1];
options = optimset('Display', 'on', 'TolX', 1e-10, 'TolFun', 1e-10);
options.MaxIterations = 1000;
options.MaxFunctionEvaluations = 4000;
x1 = fsolve(@(x) three_by_three_system(x, params), x0,options);

and no matter what I put in lines 7 and 8, always get:

Solver stopped prematurely.
fsolve stopped because it exceeded the function evaluation limit,
options.MaxFunctionEvaluations = 3.000000e+02.

Thanks!!

EDIT: Seems like MaxFunctionEvaluations is not an option for optimset(), but for optimoptions(), which only works for optimization but not for solving equations to zero. Besides, it's not completely clear what to do in order to increase the function evaluations for my optimization, what should I do?

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Ram Iyer 2024 年 4 月 12 日 20:59

編集済み: Torsten 2024 年 4 月 12 日 21:27

I have tried both optimset and optimoptions with no effect. Below is the code with optimset

options = optimset('fsolve');
options.Algorithm = 'levenberg-marquardt';
options.MaxIterations = 1000; % Solver shows this value to be 400 no matter what.
options.MaxIter = 1000; % This field is shown in the structure for 'fsolve' with value 400.
options
options = struct with fields:
                   Display: 'final'
               MaxFunEvals: []
                   MaxIter: 1000
                    TolFun: 1.0000e-06
                      TolX: 1.0000e-06
               FunValCheck: 'off'
                 OutputFcn: []
                  PlotFcns: []
           ActiveConstrTol: []
                 Algorithm: 'levenberg-marquardt'
    AlwaysHonorConstraints: []
           DerivativeCheck: 'off'
               Diagnostics: 'off'
             DiffMaxChange: Inf
             DiffMinChange: 0
            FinDiffRelStep: []
               FinDiffType: 'forward'
         GoalsExactAchieve: []
                GradConstr: []
                   GradObj: []
                   HessFcn: []
                   Hessian: []
                  HessMult: []
               HessPattern: []
                HessUpdate: []
          InitBarrierParam: []
     InitTrustRegionRadius: []
                  Jacobian: 'off'
                 JacobMult: []
              JacobPattern: 'sparse(ones(jrows,jcols))'
                LargeScale: []
                  MaxNodes: []
                MaxPCGIter: 'max(1,floor(numberofvariables/2))'
             MaxProjCGIter: []
                MaxSQPIter: []
                   MaxTime: []
             MeritFunction: []
                 MinAbsMax: []
        NoStopIfFlatInfeas: []
            ObjectiveLimit: []
      PhaseOneTotalScaling: []
            Preconditioner: []
          PrecondBandWidth: Inf
            RelLineSrchBnd: []
    RelLineSrchBndDuration: []
              ScaleProblem: 'none'
       SubproblemAlgorithm: []
                    TolCon: []
                 TolConSQP: []
                TolGradCon: []
                    TolPCG: 0.1000
                 TolProjCG: []
              TolProjCGAbs: []
                  TypicalX: 'ones(numberofvariables,1)'
               UseParallel: 0
             MaxIterations: 1000