MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Manuel d'utilisateur télécharger pdf (Page 24)

R2013b

4-2

Solvers that check initial point more carefully

All nonlinear solvers now check whether derivatives of the objective and nonlinear

constraint functions are well defined at the initial point, usually called x0. (This is in

addition to the existing checks that the functions are well defined at x0.) Well defined

means the value of each derivative is not NaN, Inf, or complex (nonlinear least-squares

solvers allow complex values). Derivatives include both gradients and Jacobians. See

Including Derivatives and Writing Vector and Matrix Objective Functions.

When the objective or nonlinear constraint functions do not include a derivative, solvers

approximate derivatives by finite differences. This means that the functions must be well

defined for points in a small neighborhood of x0.

If any derivative is not well defined at x0, the solver stops with an error, and does not

attempt to find a solution.

In all tested cases, this behavior led to a clearer exit condition.

Compatibility Considerations

It is conceivable that a problem that previously ran to completion will now exit without

completion. This can occur in the rare case when a derivative did not exist for a function

at the initial point, but the solver was able to step to a point where the derivatives were

well defined.

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MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Manuel d'utilisateur Page 24