非线性优化-matlab函数库-optimset.doc

非线性优化-matlab函数库-optimset2010-03-24 10:20创建或编辑一个最优化参数选项句法规则options = optimset(param1,value1,param2,value2,.) %设置所有参数及其值，未设置的为默认值options = optimset(optimfun) %设置与最优化函数有关的参数为默认options = optimset(oldopts,param1,value1,.) %复制一个已存在的选项，修改特定项options = optimset(oldopts,newopts) %用另一个新选项合并目前选项因素ParameterValueDescriptionDisplayoff | iter | final | notifyoff 表示不显示输出; iter 显示每次迭代的结果; final 只显示最终结果; notify 只在函数不收敛的时候显示结果.MaxFunEvalspositive integer函数允许估值的最大值.MaxIterpositive integer迭代次数的最大值.TolFunpositive scalar函数迭代的终止误差.TolXpositive scalar结束迭代的X值. L - 只用于大规模数据拟合 M - 中等规模 B - 两者都可以 Parameter NameDescriptionL, M, BUsed by FunctionsDerivativeCheck Compare user-supplied analytic derivatives (gradients or Jacobian) to finite differencing derivatives.Mfgoalattain, fmincon, fminimax, fminunc, fseminf, fsolve, lsqcurvefit, lsqnonlinDiagnosticsPrint diagnostic information about the function to be minimized or solved.BAll but fminbnd, fminsearch, fzero, and lsqnonnegDiffMaxChangeMaximum change in variables for finite difference derivatives.Mfgoalattain, fmincon, fminimax, fminunc, fseminf, fsolve, lsqcurvefit, lsqnonlinDiffMinChangeMinimum change in variables for finite difference derivatives.Mfgoalattain, fmincon, fminimax, fminunc, fseminf, fsolve, lsqcurvefit, lsqnonlinDisplayLevel of display. off displays no output; iter displays output at each iteration; final displays just the final output; notify displays output only if function does not converge.BAll. See the individual function reference pages for the values that apply.GoalsExactAchieveNumber of goals to achieve exactly (do not over- or underachieve).MfgoalattainGradConstrGradients for the nonlinear constraints defined by the user.Mfgoalattain, fmincon, fminimaxGradObjGradient(s) for the objective function(s) defined by the user.Bfgoalattain, fmincon, fminimax, fminunc, fseminfHessianIf on, function uses user-defined Hessian, or Hessian information (when using HessMult), for the objective function. If off, function approximates the Hessian using finite differences.Lfmincon, fminuncHessMultHessian multiply function defined by the user.Lfmincon, fminunc, quadprogHessPatternSparsity pattern of the Hessian for finite differencing. The size of the matrix is n-by-n, where n is the number of elements in x0, the starting point.Lfmincon, fminuncHessUpdateQuasi-Newton updating scheme.MfminuncJacobianIf on, function uses user-defined Jacobian, or Jacobian information (when using JacobMult), for the objective function. If off, function approximates the Jacobian using finite differences.Bfsolve, lsqcurvefit, lsqnonlinJacobMultJacobian multiply function defined by the user.Lfsolve, lsqcurvefit, lsqlin, lsqnonlinJacobPatternSparsity pattern of the Jacobian for finite differencing. The size of the matrix is m-by-n, where m is the number of values in the first argument returned by the user-specified function fun, and n is the number of elements in x0, the starting point.Lfsolve, lsqcurvefit, lsqnonlinLargeScaleUse large-scale algorithm if possible.Bfmincon, fminunc, fsolve, linprog, lsqcurvefit, lsqlin, lsqnonlin, quadprogLevenbergMarquardtChooses Levenberg-Marquardt over Gauss-Newton algorithm.Mlsqcurvefit, lsqnonlinLineSearchTypeLine search algorithm choice.Mfminunc, fsolve, lsqcurvefit, lsqnonlinMaxFunEvalsMaximum number of function evaluations allowed.Bfgoalattain, fminbnd, fmincon, fminimax, fminsearch, fminunc, fseminf, fsolve, lsqcurvefit, lsqnonlinMaxIterMaximum number of iterations allowed.BAll but fzero and lsqnonnegMaxPCGIterMaximum number of PCG iterations allowed.Lfmincon, fminunc, fsolve, lsqcurvefit, lsqlin, lsqnonlin, quadprogMeritFunctionUse goal attainment/minimax merit function (multiobjective) vs. fmincon (single objective).Mfgoalattain, fminimaxMinAbsMaxNumber of F(x) to minimize the worst case absolute valuesMfminimaxNonlEqnAlgorithmChoose Levenberg-Marquardt or Gauss-Newton over the trust-region dogleg algorithm.MfsolvePrecondBandWidthUpper bandwidth of preconditioner for PCG.Lfmincon, fminunc, fsolve, lsqcurvefit, lsqlin, lsqnonlin, quadprogTolConTermination tolerance on the constraint violation.Bfgoalattain, fmincon, fminimax, fseminfTolFunTermination tolerance on the function value.Bfgoalattain, fmincon, fminimax, fminsearch, fminunc, fseminf, fsolve, linprog (large-scale only), lsqcurvefit, lsqlin (large-scale only), lsqnonlin, quadprog (large-scale only)TolPCGTermination tolerance on the PCG iteration.Lfmincon, fminunc, fsolve, lsqcurvefit, lsqlin, lsqnonlin, quadprogTolXTermination tolerance on x.BAll functions except the medium-scale algorithms for linprog, lsqlin, and quadprogTypicalXTypical x values. The length of the vector is equal to the number of elements in x0, the starting point.Lfmincon, fminunc, fsolve, lsqcurvefit, lsqlin, lsqnonlin, quadprogExamplesoptions = optimset(Display,iter,TolFun,1e-8)This statement makes a copy of the options structure called options, changing the value