What is the precise definition of tolX in optimization toolbox
7 views (last 30 days)
Show older comments
What is the precise definition of tolX in optimization toolbox? The manual uses a vague term "tolerance". More specifically, when X is a vector, is it defined as the l2 norm of X or l-infinity norm of X? This makes a huge difference when dealing with a large vector.
0 Comments
Answers (1)
Matt J
on 19 Jul 2013
Edited: Matt J
on 19 Jul 2013
According to,
TolX isn't even always an absolute bound on a norm:
"TolX is a lower bound on the size of a step, meaning the norm of (xi – xi+1). If the solver attempts to take a step that is smaller than TolX, the iterations end. TolX is sometimes used as a relative bound, meaning iterations end when (xi – xi+1) < TolX*(1 + xi), or a similar relative measure."
However, presumably the norm referred to in the above excerpt is the l2 norm, since it does not say otherwise.
0 Comments
See Also
Categories
Find more on Nonlinear Optimization in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!