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Thread Subject:
exitflag in fminunc

Subject: exitflag in fminunc

From: Apon Mohaimen

Date: 6 Apr, 2011 15:08:05

Message: 1 of 3

Hi,
I am trying to use fminunc for an optimization problem where I have to estimate 70 free parameters. I am getting an exitflag of 2, saying fminunc stopped because the size of the current step is less than the selected value of the step size tolerance. Does this mean convergence? The gradiants (approximated by the algorithm) for the parameters are, however, very far from zero. Can anyone kindly explain what is my situation and what other things I need to address to achieve convergence?

Thanks a lot.
Mohaimen

Subject: exitflag in fminunc

From: Alan Weiss

Date: 6 Apr, 2011 16:29:43

Message: 2 of 3

On 4/6/2011 11:08 AM, Apon Mohaimen wrote:
> Hi,
> I am trying to use fminunc for an optimization problem where I have to
> estimate 70 free parameters. I am getting an exitflag of 2, saying
> fminunc stopped because the size of the current step is less than the
> selected value of the step size tolerance. Does this mean convergence?
> The gradiants (approximated by the algorithm) for the parameters are,
> however, very far from zero. Can anyone kindly explain what is my
> situation and what other things I need to address to achieve convergence?
>
> Thanks a lot.
> Mohaimen

Take a look at the suggestions here:
http://www.mathworks.com/help/toolbox/optim/ug/br44i2r.html#br44i8w

Alan Weiss
MATLAB mathematical toolbox documentation

Subject: exitflag in fminunc

From: Marcus M. Edvall

Date: 7 Apr, 2011 20:38:52

Message: 3 of 3

In TOMLAB you can quite easily compare SNOPT, MINOS, KNITRO (3
algorithms) and CONOPT for example. That should allow you to narrow
down any issue.

Best wishes, Marcus
http://tomopt.com/
http://tomsym.com/

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