MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Manual do Utilizador descarregar pdf (Página 50)

R2009b

12-2

Enhanced Exit Messages in Selected Solvers

Enhanced, clearer exit messages in fsolve, lsqnonlin, and lsqcurvefit, with links

for more information. For more information about the enhancements, see Exit Flags and

Exit Messages.

Compatibility Considerations

For solvers with enhanced exit messages, the content of output.message contains

many more characters than before. User code that relies on this field might need to be

modified in order to display the larger exit message satisfactorily.

fmincon Interior-Point Algorithm Robust to Certain Errors

The fmincon interior-point algorithm attempts to continue when a user-supplied

objective or constraint function returns Inf, NaN, or a complex result. For more

information, see fmincon Interior Point Algorithm.

Changes in quadprog

The large-scale quadprog algorithm now uses the TolFun and MaxIter tolerances for

deciding when to end iterations when there are only linear equality constraints, instead

of the TolPCG and MaxPCGIter tolerances.

The quadprog output structure now contains the constrviolation field, which

reports the maximum constraint function at the final point.

Compatibility Considerations

For large-scale linear equality constrained problems, the default values of the tolerances

are much tighter than before, so quadprog can take more iterations, but the resulting

solution should be more accurate.

Changes in linprog

The large-scale interior-point algorithm of linprog now has a backtracking mechanism

for the case of stalling, and performs LDL factorization when there is rank deficiency.

For more information, see Large Scale Linear Programming.

1 2 ... 45 46 47 48 49 50 51 52 53 54 55 ... 75 76

Sem comentários

MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Manual do Utilizador Página 50