warning about optimset and using optimoptions
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Hi, I use the fminunc function and the optimset as
options = optimset('GradObj','on','MaxFunEvals',1000,'MaxIter',1000,'Display','iter','TolFun',1e-100,'TolX',1e-100,'Algorithm','quasi-newton');
[B_hat_so,fval,exitflag,output,GradObj,hessian] = fminunc(@(B_true)exerciseeightpartonefunction(y,X,Z,B_true,W_hat,N_obs,N_par_X),B_ig,options);
I receive the following warning
Warning: Your current settings will run a different algorithm ('quasi-newton') in a future release. Either use optimoptions to set options (recommended), or set option Algorithm to 'trust-region' using optimset.
> In throwFminuncGradObjandLargeScaleWarning (line 18) In fminunc (line 170)
What is it that I can do to get rid of this warning? How should I change my code above? Thanks.
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Accepted Answer
Star Strider
on 20 Nov 2017
Your best option is in the error message:
set option Algorithm to 'trust-region' using optimset.
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