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

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Alan Weiss

Posts: 1,262
Registered: 11/27/08
Re: RelLineSrchBnd option for fmincon
Posted: Jul 18, 2013 3:08 PM
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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



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