Code covered by the BSD License  

Highlights from
Modification of fminunc

  • ... % FMINUSUB finds the minimizer x of a function funfcn of several variables. On
  • View all files
Be the first to rate this file! 5 Downloads (last 30 days) File Size: 7.47 KB File ID: #11778

Modification of fminunc

by Olivier Salvado

 

24 Jul 2006 (Updated 02 Aug 2006)

Update of the fminunc line search optimization.

| Watch this File

File Information
Description

It may not be a bug but something I am missing. In some cases fminuc starts a line search during the first iteration and returns the message that it cannot find a good solution along the search direction, although it went through some points with a lower cost (easily seen by printing the cost function at each call of the optimization function).
To solve that problem I modified one of the sub-function called by fminuc (fminusub) so that it checks that the best solution along the line search is not lower than the last best solution before claiming that it cannot find a good solution.
Well, I don?t know it is clear, but it is an easy fix. Of course I welcome any suggestion if someone has any experience with this issue.
Just replace the function fminsub.m in the folder: \toolbox\optim\private

Required Products Optimization Toolbox
MATLAB release MATLAB 7.2 (R2006a)
Other requirements The same problem occured with R14, but the funciton seems to be different. The fix would need to be cut and pasted into the corresponding file.
Tags for This File  
Everyone's Tags
Tags I've Applied
Add New Tags Please login to tag files.
Please login to add a comment or rating.
Updates
02 Aug 2006

Check that exitflagLnSrch~=-1

Tag Activity for this File
Tag Applied By Date/Time
optimization Olivier Salvado 22 Oct 2008 08:33:28
line search Olivier Salvado 22 Oct 2008 08:33:28
newton Olivier Salvado 22 Oct 2008 08:33:28
fminunc Olivier Salvado 22 Oct 2008 08:33:28
fminunc Rudolph Keycrease 19 Feb 2010 16:45:59

Contact us at files@mathworks.com