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Re: RelLineSrchBnd option for fmincon
Posted:
Jul 18, 2013 3:08 PM


On 7/18/2013 2:33 PM, Sargondjani wrote: > 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?
You can see the definition in http://www.mathworks.com/help/optim/ug/fmincon.html#f854721 under the Active Set algorithm. The option doesn't do what you think, read the explanation carefully, and also look at RelLineSrchBndDuration.
Alan Weiss MATLAB mathematical toolbox documentation



