12.07.2015 Views

What Is Optimization Toolbox?

What Is Optimization Toolbox?

What Is Optimization Toolbox?

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<strong>Optimization</strong> OptionsoptimValues Fields (Continued)OptimValues Field(optimValues.field)stepsizeDescriptionCurrent step size(displacement inx). Final valueequals optimizationfunction outputoutput.stepsize.Returned byFunctionsfgoalattain (M),fmincon (B), fminimax(M), fminunc (B),fseminf (M), fsolve(B), lsqcurvefit (B),lsqnonlin (B)trustregionradius Radius of trust region. fmincon (L), fsolve(L,M,NonlEqn-Algorithm='lm','gn'),lsqcurvefit, fsolve(L), lsqnonlin (L)Command-LineDisplayStep-size orNorm of StepSee “DisplayingIterativeOutput” on page2-81.Trust-regionradiusSee “DisplayingIterativeOutput” on page2-81.Degeneracy. Thevalueofthefielddegenerate, which measures thedegeneracy of the current optimization point x, is defined as follows. First,define a vector r, of the same size as x,forwhichr(i) is the minimum distancefrom x(i) to the ith entries of the lower and upper bounds, lb and ub. Thatis,r = min(abs(ub-x, x-lb))Then the value of degenerate is the minimum entry of the vectorr + abs(grad), wheregrad is the gradient of the objective function. Thevalue of degenerate is 0 if there is an index i for which both of the followingare true:• grad(i) = 0• x(i) equals the ith entry of either the lower or upper bound.6-23

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