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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: 1,430
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 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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