What Is Optimization Toolbox?

What Is Optimization Toolbox? What Is Optimization Toolbox?

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12.07.2015 Views

lsqlincgiterationsfirstorderoptNumber of PCG iterations(large-scale algorithm only)Measure of first-order optimality(large-scale algorithm only)For large-scale boundconstrained problems, thefirst-order optimality is theinfinity norm of v.*g, wherev isdefined as in “Box Constraints”on page 4-10, and g is thegradient g = C T Cx + C T d (see“Nonlinear Least-Squares” onpage 4-12).OptionsOptimization options used by lsqlin. You can set or change thevalues of these options using the optimset function. Some optionsapply to all algorithms, some are only relevant when you are usingthe large-scale algorithm, and others are only relevant when using themedium-scale algorithm. See “Optimization Options” on page 6-8 fordetailed information.The LargeScale option specifies a preference for which algorithm touse. It is only a preference, because certain conditions must be met touse the large-scale algorithm. For lsqlin, when the problem has onlyupper and lower bounds, i.e., no linearinequalitiesorequalitiesarespecified, the default algorithm is the large-scale method. Otherwisethe medium-scale algorithm is used:LargeScaleUse large-scale algorithm if possible when set to'on'. Use medium-scale algorithm when set to'off'.Medium-Scale and Large-Scale AlgorithmsTheseoptionsareusedbyboththemedium-scale and large-scalealgorithms:8-158

lsqlinDiagnosticsDisplayMaxIterTypicalXDisplay diagnostic information about the functionto be minimized.Level of display. 'off' displays no output; 'final'(default) displays just the final output.Maximum number of iterations allowed.Typical x values.Large-Scale Algorithm OnlyThese options are used only by the large-scale algorithm:8-159

lsqlincgiterationsfirstorderoptNumber of PCG iterations(large-scale algorithm only)Measure of first-order optimality(large-scale algorithm only)For large-scale boundconstrained problems, thefirst-order optimality is theinfinity norm of v.*g, wherev isdefined as in “Box Constraints”on page 4-10, and g is thegradient g = C T Cx + C T d (see“Nonlinear Least-Squares” onpage 4-12).Options<strong>Optimization</strong> options used by lsqlin. You can set or change thevalues of these options using the optimset function. Some optionsapply to all algorithms, some are only relevant when you are usingthe large-scale algorithm, and others are only relevant when using themedium-scale algorithm. See “<strong>Optimization</strong> Options” on page 6-8 fordetailed information.The LargeScale option specifies a preference for which algorithm touse. It is only a preference, because certain conditions must be met touse the large-scale algorithm. For lsqlin, when the problem has onlyupper and lower bounds, i.e., no linearinequalitiesorequalitiesarespecified, the default algorithm is the large-scale method. Otherwisethe medium-scale algorithm is used:LargeScaleUse large-scale algorithm if possible when set to'on'. Use medium-scale algorithm when set to'off'.Medium-Scale and Large-Scale AlgorithmsTheseoptionsareusedbyboththemedium-scale and large-scalealgorithms:8-158

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