Optimization Toolbox    

Optimization Parameters

This table describes fields in the optimization parameters structure, options. The column labeled L, M, B indicates whether the parameter applies to large-scale methods, medium scale methods, or both:

See the Optimization Toolbox optimset reference page, the MATLAB optimset reference page, and the individual function reference pages for information about parameter values and defaults.

Parameter Name
Description
L, M, B
Used by Functions
DerivativeCheck
Compare user-supplied analytic derivatives (gradients or Jacobian) to finite differencing derivatives.
M
fgoalattain, fmincon, fminimax, fminunc, fseminf, fsolve, lsqcurvefit, lsqnonlin
Diagnostics
Print diagnostic information about the function to be minimized or solved.
B
All but fminbnd, fminsearch, fzero, and lsqnonneg
DiffMaxChange
Maximum change in variables for finite difference derivatives.
M
fgoalattain, fmincon, fminimax, fminunc, fseminf, fsolve, lsqcurvefit, lsqnonlin
DiffMinChange
Minimum change in variables for finite difference derivatives.
M
fgoalattain, fmincon, fminimax, fminunc, fseminf, fsolve, lsqcurvefit, lsqnonlin
Display
Level 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.
B
All. See the individual function reference pages for the values that apply.
GoalsExactAchieve
Number of goals to achieve exactly (do not over- or underachieve).
M
fgoalattain
GradConstr
Gradients for the nonlinear constraints defined by the user.
M
fgoalattain, fmincon, fminimax
GradObj
Gradient(s) for the objective function(s) defined by the user.
B
fgoalattain, fmincon, fminimax, fminunc, fseminf
Hessian
If '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.
L
fmincon, fminunc
HessMult
Hessian multiply function defined by the user.
L
fmincon, fminunc, quadprog
HessPattern
Sparsity 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.
L
fmincon, fminunc
HessUpdate
Quasi-Newton updating scheme.
M
fminunc
Jacobian
If '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.
B
fsolve, lsqcurvefit, lsqnonlin
JacobMult
Jacobian multiply function defined by the user.
L
fsolve, lsqcurvefit, lsqlin, lsqnonlin
JacobPattern
Sparsity 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.
L
fsolve, lsqcurvefit, lsqnonlin
LargeScale
Use large-scale algorithm if possible.
B
fmincon, fminunc, fsolve, linprog, lsqcurvefit, lsqlin, lsqnonlin, quadprog
LevenbergMarquardt
Chooses Levenberg-Marquardt over Gauss-Newton algorithm.
M
lsqcurvefit, lsqnonlin
LineSearchType
Line search algorithm choice.
M
fminunc, fsolve, lsqcurvefit, lsqnonlin
MaxFunEvals
Maximum number of function evaluations allowed.
B
fgoalattain, fminbnd, fmincon, fminimax, fminsearch, fminunc, fseminf, fsolve, lsqcurvefit, lsqnonlin
MaxIter
Maximum number of iterations allowed.
B
All but fzero and lsqnonneg
MaxPCGIter
Maximum number of PCG iterations allowed.
L
fmincon, fminunc, fsolve, lsqcurvefit, lsqlin, lsqnonlin, quadprog
MeritFunction
Use goal attainment/minimax merit function (multiobjective) vs. fmincon (single objective).
M
fgoalattain, fminimax
MinAbsMax
Number of F(x) to minimize the worst case absolute values
M
fminimax
NonlEqnAlgorithm
Choose Levenberg-Marquardt or Gauss-Newton over the trust-region dogleg algorithm.
M
fsolve
PrecondBandWidth
Upper bandwidth of preconditioner for PCG.
L
fmincon, fminunc, fsolve, lsqcurvefit, lsqlin, lsqnonlin, quadprog
TolCon
Termination tolerance on the constraint violation.
B
fgoalattain, fmincon, fminimax, fseminf
TolFun
Termination tolerance on the function value.
B
fgoalattain, fmincon, fminimax, fminsearch, fminunc, fseminf, fsolve, linprog (large-scale only), lsqcurvefit, lsqlin (large-scale only), lsqnonlin, quadprog (large-scale only)
TolPCG
Termination tolerance on the PCG iteration.
L
fmincon, fminunc, fsolve, lsqcurvefit, lsqlin, lsqnonlin, quadprog
TolX
Termination tolerance on x.
B
All functions except the medium-scale algorithms for linprog, lsqlin, and quadprog
TypicalX
Typical x values. The length of the vector is equal to the number of elements in x0, the starting point.
L
fmincon, fminunc, fsolve, lsqcurvefit, lsqlin, lsqnonlin, quadprog


  Output Arguments Functions - Alphabetical List