nonlinear minimization with fminunc
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I am doing parameterization by minimizing a nonlinear target function. However, after the iteration runs, it returns the following message. And returns with the initial values for the parameters that I set.
*Iteration Func-count f(x) Step-size optimality
0 9 1.46536 7.77e+06
1 144 1.39431 1.57417e-14 5.47e+06
Local minimum possible.
fminunc stopped because the size of the current step is less than the default value of the step size tolerance.*
There is no error in the code. What do you suggest to solve this issue?
Matt J on 24 Jul 2014
Evaluate the gradient at the initial point and see if it is close to zero. Also, call fminunc with all of its output arguments,
to get more diagnostic information.
Shashank Prasanna on 24 Jul 2014
Edited: Shashank Prasanna on 24 Jul 2014
The optimization stopped because size of the current step is less than the default value. However you can change the defaults.
I suggest you read the following articles in the link below:
- When the Solver Fails
- When the Solver Might Have Succeeded
- When the Solver Succeeds
There are guidelines on what you can try in each of the situations.