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Question about "optimset" option LineSearchType
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I have an old piece of code that uses optimset with the following options:
"options = optimset('LargeScale', 'off', 'HessUpdate', 'dfp', 'LineSearchType', 'quadcubic','MaxFunEvals', MaxFunEvals, ... 'display', 'off', 'MaxIter', MaxIter, 'TolFun', 1e-8, 'TolX', 1e-8);"
I get the following error" "Error using optimset (line 211) The LineSearchType option is no longer valid. It was only used by the Gauss-Newton algorithm, which is no longer used in Optimization toolbox solvers."
Dropping the option does not work. What would be a suitable replacement?
Thanks!
2 Comments
Star Strider
on 18 Jun 2014
Answers (1)
Matt J
on 18 Jun 2014
Edited: Matt J
on 18 Jun 2014
The "options" variable created with optimset is never used in the code. It is having no effect. It looks like the author changed his mind and switched from another another optimization tool to fminsearch. You could try instead
optimset('TolFun', 1e-8, 'TolX', 1e-8,'MaxFunEvals', MaxFunEvals, ...
'display', 'off', 'MaxIter', MaxIter,);
b1 = fminsearch('CAViaR', b0, options, y, C, THETA, 1);
You will have to experiment to find appropriate values for the above options, however. MaxIter=MaxFunEvals=100 is probably too small for a 5-variable problem.
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