Date: Apr 4, 2013 10:23 AM Author: Toan Cao Subject: termination for function:lsqnonlin Hi everyone,
I am using function "lsqnonlin" for optimization process in which "Levenberg-Marquardt" algorithm is chosen.
Given a cost function F, if i would like to terminate optimization process and use following equation:
|F(k) - F(k-1)| < alpha*(1+F(k)), where F(k) is cost function value at iteration k
How can i set up this option for the function "lsqnonlin"?
Thanks so much for your advice.