12.07.2015 Views

What Is Optimization Toolbox?

What Is Optimization Toolbox?

What Is Optimization Toolbox?

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fminconthe values of these fields in the options structure options. See“<strong>Optimization</strong> Options” on page 6-8 for detailed information.The LargeScale option specifies a preference for which algorithm touse. It is only a preference because certain conditions must be metto use the large-scale algorithm. For fmincon, you must provide thegradient (see the preceding description of fun toseehow)orelsethemedium-scale algorithm is used:LargeScaleUse the large-scale algorithm if possible when setto 'on'. Use the medium-scale algorithm when setto 'off'.Medium-Scale and Large-Scale AlgorithmsTheseoptionsareusedbyboththemedium-scale and large-scalealgorithms:DerivativeCheckDiagnosticsDiffMaxChangeDiffMinChangeDisplayFunValCheckCompare user-supplied derivatives (gradientsof the objective and constraints) tofinite-differencing derivatives.Display diagnostic information about thefunction to be minimized.Maximum change in variables for finitedifferencing.Minimum change in variables for finitedifferencing.Level of display. 'off' displays no output;'iter' displays output at each iteration;'notify' displays output only if the functiondoes not converge;'final' (default) displaysjust the final output.Check whether objective function values arevalid. 'on' displays an error when the objectivefunction returns a value that is complex, Inf, orNaN. 'off' displays no error.8-43

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