MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Manual de usuario descargar pdf (Pagina 58)

R2008b

14-2

fsolve, lsqcurvefit, lsqnonlin Algorithm and Options Changes

• The Levenberg-Marquardt algorithm was refactored in the solvers fsolve, lsqcurvefit

and lsqnonlin. It is now a more standard implementation, that accepts and preserves

sparse Jacobians.

• Choose between the algorithms used in fsolve, lsqcurvefit and lsqnonlin using the new

Algorithm option.

• There is a new ScaleProblem option that can sometimes help the Levenberg-

Marquardt algorithm converge.

• The default fsolve algorithm, 'trust-region-dogleg', has been validated to work

with sparse Jacobians.

Compatibility Considerations

• The refactored Levenberg-Marquardt algorithm can cause fsolve, lsqcurvefit and

lsqnonlin to yield different answers than before.

• The previous way of choosing the algorithm at the command line was to set the

LargeScale option to 'on' or 'off', and, for all solvers but fsolve, to set the

LevenbergMarquardt option to 'on' or 'off'. For fsolve, in addition to the

LargeScale option, you needed to set the NonlEqnAlgorithm option appropriately.

LargeScale, NonlEqnAlgorithm, and LevenbergMarquardt are now ignored,

except when choosing to use the Gauss-Newton algorithm.

• The Gauss-Newton algorithm warns that soon it may no longer be available.

• The default value of the MaxFunEvals option in the refactored Levenberg-

Marquardt algorithm is now 200*numberOfVariables; the previous value was

100*numberOfVariables.

Optimization Tool Enables Parallel Functionality

You can now access built-in parallel functionality in Optimization Tool for relevant

Optimization Toolbox solvers and, if licensed, Global Optimization Toolbox solvers. The

option is available when you have a license for Parallel Computing Toolbox™ functions.

Central Finite Differences Available in Selected Solvers

The following solvers can now use central finite differences for gradient estimation:

• fgoalattain

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MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Manual de usuario Pagina 58