MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Manuel d'utilisateur télécharger pdf (Page 36)

R2011b

8-2

Derivative Estimate Changes

• The fsolve, lsqcurvefit, and lsqnonlin solvers now accept the FinDiffType option. Set

FinDiffType to 'central' with optimset to enable derivative estimation by central

finite differences. Central finite differences are more accurate, but take more time

than the default 'forward' finite differences.

• fsolve, lsqcurvefit, and lsqnonlin now use the TypicalX option when estimating

dense Jacobians via finite differences. In previous releases, these solvers used

TypicalX only when checking derivatives.

• For algorithms that obey bounds, finite difference steps for derivative estimation now

stay within any bounds you set for the decision variables. See Iterations Can Violate

Constraints.

• The new FinDiffRelStep option allows you to set a vector of finite difference

step sizes to better handle problems whose components have different scales. Use

FinDiffRelStep at the command line for any solver that uses finite differences. For

details, see FinDiffRelStep in Options Structure.

Gauss-Newton Algorithm Removed

The fsolve, lsqcurvefit, and lsqnonlin functions no longer use the Gauss-Newton

algorithm.

Compatibility Considerations

The previous way of selecting the Gauss-Newton algorithm was to set the LargeScale

option to 'off', and in:

• fsolve — set the NonlEqnAlgorithm option to 'gn'.

• lsqcurvefit or lsqnonlin — set the LevenbergMarquardt option to 'off'.

To select an algorithm, use optimset to set the Algorithm option:

• fsolve — trust-region-dogleg, trust-region-reflective, or levenberg-

marquardt

• lsqcurvefit or lsqnonlin — trust-region-reflective or levenberg-

marquardt

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MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Manuel d'utilisateur Page 36