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Re: fmincon: setting a limit for Line Search steplength
Posted:
Jan 3, 2013 2:56 PM


On 1/3/2013 1:45 PM, Allamarein wrote: > 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?
The documentation has some suggestions for finding global (as opposed to local) minima: http://www.mathworks.com/help/optim/ug/whenthesolversucceeds.html#brhkghv65
If you have a Global Optimization Toolbox license, there are ways to automate the search. See http://www.mathworks.com/help/gads/howtooptimizewithglobalsearchandmultistart.html
Alan Weiss MATLAB mathematical toolbox documentation



