Date: May 8, 2008 9:46 PM
Subject: RelLineSrchBnd option for fmincon
I have question regarding the use of the RelLineSrchBnd and
RelLineSrchBndDuration options for fmincon.
I am not sure if I understand the description given in the
help documentation. It says that it sets the relative bound
on the line search step such that total displacement in x
satisfies |delta xi| =< RelLineSrchBnd*max(|xi|,|typical
xi|). Could someone explain to me what this means, and
under what circumstances adjusting this option would be
useful? Is it common to use this option?