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Topic: RelLineSrchBnd option for fmincon
Replies: 4   Last Post: Jul 18, 2013 5:11 PM

 Messages: [ Previous | Next ]
 Sargondjani Posts: 176 Registered: 8/30/11
Re: RelLineSrchBnd option for fmincon
Posted: Jul 18, 2013 2:33 PM

Many years later I am stuck with the same question...

I THOUGHT that RelLineSrchBnd would adjust the stepsize for the next iteration. So lets say:
Iteration 0, X=0;
Iteration 1, without RelLineSrchBnd => X=10; %as determined by algorithm

and now let's say I use RelLineSrchBnd then:
Iteration 1, with RelLineSrchBnd=0.2 => X=2; %because the stepsize was 1, times 0.2 give X=2;

But this is not what happens... the algorithm takes X=10 again. So what does RelLineSrchBnd do then?

Date Subject Author
5/8/08 Michael
1/3/13 Red Star
7/18/13 Sargondjani
7/18/13 Alan Weiss
7/18/13 Sargondjani