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Matt J
Posts:
4,996
Registered:
11/28/09


Re: First order optimality Measure
Posted:
Feb 1, 2013 3:59 PM


"George A." <ga2311@columbia.edu> wrote in message <kee8r0$mka$1@newscl01ah.mathworks.com>... > > Thank you for this Matt. > No the bounds are the same in both cases [0,inf], and the tolerances as well ===============
OK. Well, it could be happening for purely mathematical reasons. Consider even the very simple linear scalar lsq problem
min f(x) = (a*x)^2/2
where a=1e5. Then at x0=1e8, the objective function is quite small
f(x0) = 5e7
but the first order optimality measure, i.e. the derivative, is 100....considerably larger.



