matlab optimeset函数,创建优化选项 - MATLAB optimoptions - MathWorks 中国

创建默认选项

为 fmincon 求解器创建默认选项。

options = optimoptions('fmincon')

options =

fmincon options:

Options used by current Algorithm ('interior-point'):

(Other available algorithms: 'active-set', 'sqp', 'sqp-legacy', 'trust-region-reflective')

Set properties:

No options set.

Default properties:

Algorithm: 'interior-point'

CheckGradients: 0

ConstraintTolerance: 1.0000e-06

Display: 'final'

FiniteDifferenceStepSize: 'sqrt(eps)'

FiniteDifferenceType: 'forward'

HessianApproximation: 'bfgs'

HessianFcn: []

HessianMultiplyFcn: []

HonorBounds: 1

MaxFunctionEvaluations: 3000

MaxIterations: 1000

ObjectiveLimit: -1.0000e+20

OptimalityTolerance: 1.0000e-06

OutputFcn: []

PlotFcn: []

ScaleProblem: 0

SpecifyConstraintGradient: 0

SpecifyObjectiveGradient: 0

StepTolerance: 1.0000e-10

SubproblemAlgorithm: 'factorization'

TypicalX: 'ones(numberOfVariables,1)'

UseParallel: 0

Show options not used by current Algorithm ('interior-point')

创建非默认选项

为 fmincon 求解器创建非默认选项。

options = optimoptions(@fmincon,'Algorithm','sqp','MaxIterations',1500)

options =

fmincon options:

Options used by current Algorithm ('sqp'):

(Other available algorithms: 'active-set', 'interior-point', 'sqp-legacy', 'trust-region-reflective')

Set properties:

Algorithm: 'sqp'

MaxIterations: 1500

Default properties:

CheckGradients: 0

ConstraintTolerance: 1.0000e-06

Display: 'final'

FiniteDifferenceStepSize: 'sqrt(eps)'

FiniteDifferenceType: 'forward'

MaxFunctionEvaluations: '100*numberOfVariables'

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