MATLAB Answers


How to replace my optimset with equivalent optimoptions ?

Asked by farzad on 3 Jul 2019
Latest activity Edited by Matt J
on 4 Jul 2019
Hi all
using Fsolve, I am getting into difficulties and want to use Jacobian and Hessian as well , but first I need to pass from optimset to optimoptions
currently my Options are :
options = optimset('Display','iter','MaxFunEvals',1e6,'MaxIter',1e6,'TolFun',1e-3,'DerivativeCheck','on','Diagnostics','on');
so first, I need to have the equivalent optimoptions and then include Jacobian and Hessian.
since for some of my input data no solution is found ( Func-Count = 1.5e+7 ) , I need to imrpove my solution


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1 Answer

Answer by Matt J
on 3 Jul 2019
Edited by Matt J
on 3 Jul 2019
 Accepted Answer

Why not just,
options = optimoptions(@fsolve, 'Display','iter','MaxFunEvals',1e6,'MaxIter',1e6,...


No, diff(f1,x) is also a symbolic function. It is probably better for you to use the fundamental definition of the Jacobian,
to compute the Jacobian for your specific function.
Are you Sure diff is symbolic ?
and why can't I use symbolic ? shall you help me understand ?
Do you understand the difference between symbolic and numeric computation? In symbolic computation, you present the expression for a function, and the software tries to take its derivatives analytically, as you or I would in a calculus course. The result is an analytical expression for the derivative, not a number.
But fsolve is a numeric solver. It puts in numbers for x and expects your code to give back numbers for the resulting Jacobian(x). On top of that, it does this repeatedly with different x, in its search for a solution. For the sake of speed, therefore, you don't want your code redoing the calculus to get expressions for the Jacobian every time it is called.

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