Preconditioning in fmincon

1 vue (au cours des 30 derniers jours)
Daniel Wells
Daniel Wells le 6 Juil 2011
I am trying to find the minimum of a nonlinear, multivariate function using fmincon in MATLAB. Currently, my set of options is
options = optimset('Algorithm', 'interior-point', 'Hessian',{'lbfgs', 5}, 'Display', 'iter','MaxIter', 75, 'MaxFunEvals', 12000, 'TolCon', 1e-10, 'TolFun', 1e-10);
I would like to precondition the Hessian matrix, but I can't figure out how to do so using the current command and options set. Any advice or direction on this matter would be great.

Connectez-vous pour répondre à cette question.

Réponses (0)

Catégories

En savoir plus sur Solver Outputs and Iterative Display dans Help Center et File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by