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Topic: termination for function:lsqnonlin
Replies: 2   Last Post: Apr 5, 2013 3:03 PM

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Alan Weiss

Posts: 1,334
Registered: 11/27/08
Re: termination for function:lsqnonlin
Posted: Apr 5, 2013 8:00 AM
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On 4/4/2013 10:23 AM, Toan Cao wrote:
> Hi everyone,
> I am using function "lsqnonlin" for optimization process in which
> "Levenberg-Marquardt" algorithm is chosen.
> Given a cost function F, if i would like to terminate optimization
> process and use following equation:
> |F(k) - F(k-1)| < alpha*(1+F(k)), where F(k) is cost function value at
> iteration k
> How can i set up this option for the function "lsqnonlin"?
> Thanks so much for your advice.
> Toan

Before you do that you might want to understand what termination
conditions lsqnonlin already uses.

You can stop any nonlinear solver using any criterion you like by using
an output function:

Good luck,

Alan Weiss
MATLAB mathematical toolbox documentation

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