Lecture 18

# Lecture 18 - MATLAB Function optimset The function optimset...

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The function optimset creates an options structure that you can pass as an input argument to the following four MATLAB optimization functions: fminbnd (single variable) local minimizer fminsearch (multi-variables) fzero lsqnonneg nonnegative least-squares constraints problem Example: options = optimset('Display','iter','TolFun',1e-8) This statement creates an optimization options structure in which the Display parameter is set to 'iter' and the TolFun parameter is set to 1e-8. MATLAB Function: optimset

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options =optimset( 'display','iter' ); >> [x fx]=fzero(@(x) x^10-1,0.5, options ) Search for an interval around 0.5 containing a sign change: Func-count a f(a) b f(b) Procedure 1 0.5 -0.999023 0.5 -0.999023 init. intv 3 0.485858 -0.999267 0.514142 -0.998709 search 5 0.48 -0.999351 0.52 -0.998554 search 7 0.471716 -0.999454 0.528284 -0.998307 search 9 0.46 -0.999576 0.54 -0.997892 search 11 0.443431 -0.999706 0.556569 -0.997148 search 13 0.42 -0.999829 0.58 -0.995692 search 15 0.386863 -0.999925 0.613137 -0.992491 search 17 0.34 -0.999979 0.66 -0.984317 search 19 0.273726 -0.999998 0.726274 -0.959167 search 21 0.18 -1 0.82 -0.862552 search 23 0.0474517 -1 0.952548 -0.385007 search 25 -0.14 -1 1.14 2.70722 search fzero and optimset functions Find sign change after 25 iterations Switch to secant (linear) OR inverse
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## This note was uploaded on 11/15/2010 for the course EGM 5403 taught by Professor Mei during the Spring '10 term at University of Florida.

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Lecture 18 - MATLAB Function optimset The function optimset...

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