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Topic: fmincon: setting a limit for Line Search steplength
Replies: 5   Last Post: Jan 3, 2013 10:03 PM

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Posts: 136
Registered: 6/28/08
fmincon: setting a limit for Line Search steplength
Posted: Jan 3, 2013 1:45 PM
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Using fmincon, is it possible setting a limit for Line Search Steplength?
After some iterations the steplength is about 1e-5 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 1e-2), can it help to avoid this local minimum?

Maybe I have to deal with options 'DiffMinChange' and 'DiffMaxChange'
What is 'RelLineSrchBnd' for?

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