MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Manuel d'utilisateur télécharger pdf (Page 37)

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Solvers no longer use the LevenbergMarquardt, LineSearchType, and

NonlEqnAlgorithm options, since these options relate only to the Gauss-Newton

algorithm.

DerivativeCheck Changes

The DerivativeCheck option checks whether a solver’s finite-difference approximations

match the gradient or Jacobian functions that you supply. When a solver finds

a discrepancy between the computed derivatives and their finite-difference

approximations, the solver now errors. Solvers used to pause in this situation instead of

erroring.

Additionally, solvers now compare derivatives at a point near the initial point x0, but not

exactly at x0. Previously, solvers performed the comparison at x0. This change usually

gives more reliable DerivativeCheck decisions. For details, see Checking Validity of

Gradients or Jacobians.

Solvers do not include the computations for DerivativeCheck in the function count. See

Iterations and Function Counts.

Compatibility Considerations

Solvers compare the derivatives at a different point than before, so can change their

decision on whether the derivatives match. Solvers now error instead of pause when they

encounter a discrepancy.

fmincon ScaleProblem Default Changed

The fmincon interior-point and sqp algorithms can use the ScaleProblem option.

The default value of ScaleProblem is now 'none' instead of 'obj-and-constr'.

Compatibility Considerations

Because of a bug in previous releases, when you did not provide gradients of the objective

and nonlinear constraint functions, fmincon did not scale these functions. fmincon

did scale linear constraints. So, if you do not provide gradients and have no linear

constraints, the current fmincon behavior is the same as in previous releases. However,

the current behavior can differ if you do provide gradients (GradObj or GradConstr

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MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Manuel d'utilisateur Page 37