12.07.2015 Views

What Is Optimization Toolbox?

What Is Optimization Toolbox?

What Is Optimization Toolbox?

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fminuncx =1.0e-015 *0.1110 -0.8882fval =6.2862e-031To minimize the function f(x) = sin(x) + 3 using an anonymousfunctionf = @(x)sin(x)+3;x = fminunc(f,4)which returns a solutionx =4.7124Notesfminunc is not the preferred choice for solving problems that are sumsof squares, that is, of the formInstead use the lsqnonlin function, which has been optimized forproblems of this form.To use the large-scale method, you must provide the gradient in fun(and set the GradObj option to 'on' using optimset). A warning isgiven if no gradient is provided and the LargeScale option is not 'off'.AlgorithmsLarge-Scale <strong>Optimization</strong>By default fminunc chooses the large-scale algorithm if you supplies thegradient in fun (and the GradObj option is set to 'on' using optimset).This algorithm is a subspace trust region method and is based onthe interior-reflective Newton method described in [2] and [3]. Eachiteration involves the approximate solution of a large linear systemusing the method of preconditioned conjugate gradients (PCG). See8-88

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