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fmincon: setting a limit for Line Search steplength
Posted:
Jan 3, 2013 1:45 PM


Using fmincon, is it possible setting a limit for Line Search Steplength? After some iterations the steplength is about 1e5 and the f(x) is constant during the following iterations. It seems the steplength is too small and the algorithm does not further explore the domain. In my opinion this is a local minimum. Setting a limit for the inferior steplength (let's say 1e2), can it help to avoid this local minimum?
Maybe I have to deal with options 'DiffMinChange' and 'DiffMaxChange' What is 'RelLineSrchBnd' for?



