12.07.2015 Views

What Is Optimization Toolbox?

What Is Optimization Toolbox?

What Is Optimization Toolbox?

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fminunccgiterationsstepsizeNumber of PCG iterations(large-scale algorithm only)Final step size taken(medium-scale algorithm only)Hessianfminunc computes the output argument hessian as follows:• When using the medium-scale algorithm, the function computes afinite-difference approximation to the Hessian at x using- The gradient grad if you supply it- The objective function fun if you do not supply the gradient• When using the large-scale algorithm, the function uses- options.Hessian, if you supply it, to compute the Hessian at x- A finite-difference approximation to the Hessian at x, ifyousupplyonly the gradientOptionsfminunc uses these optimization options. Some options apply to allalgorithms, some are only relevant when you are using the large-scalealgorithm, and others are only relevant when you are using themedium-scale algorithm.You can use optimset to set or changethe 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 to use.It is only a preference, because certain conditions must be met to usethe large-scale algorithm. For fminunc, you must provide the gradient(see the preceding description of fun) orelseusethemedium-scalealgorithm:LargeScaleUse large-scale algorithm if possible when set to'on'. Use medium-scale algorithm when set to'off'.8-80

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