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Topic: termination for function:lsqnonlin
Replies: 2   Last Post: Apr 5, 2013 3:03 PM

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Alan Weiss

Posts: 1,249
Registered: 11/27/08
Re: termination for function:lsqnonlin
Posted: Apr 5, 2013 8:00 AM
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On 4/4/2013 10:23 AM, Toan Cao wrote:
> 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.
> Toan


Before you do that you might want to understand what termination
conditions lsqnonlin already uses.
http://www.mathworks.com/help/optim/ug/tolerances-and-stopping-criteria.html

You can stop any nonlinear solver using any criterion you like by using
an output function:
http://www.mathworks.com/help/optim/ug/output-functions.html

Good luck,

Alan Weiss
MATLAB mathematical toolbox documentation



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