optimoptions

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打开实时脚本

为 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'
           BarrierParamUpdate: 'monotone'
          ConstraintTolerance: 1.0000e-06
                      Display: 'final'
        EnableFeasibilityMode: 0
     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

   Options not used by current Algorithm ('interior-point')
   Default properties:
    FunctionTolerance: 1.0000e-06
打开实时脚本

为 设置选项，以使用 算法和最多 1500 次迭代。 

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:
          ConstraintTolerance: 1.0000e-06
                      Display: 'final'
     FiniteDifferenceStepSize: 'sqrt(eps)'
         FiniteDifferenceType: 'forward'
       MaxFunctionEvaluations: '100*numberOfVariables'
               ObjectiveLimit: -1.0000e+20
          OptimalityTolerance: 1.0000e-06
                    OutputFcn: []
                      PlotFcn: []
                 ScaleProblem: 0
    SpecifyConstraintGradient: 0
     SpecifyObjectiveGradient: 0
                StepTolerance: 1.0000e-06
                     TypicalX: 'ones(numberOfVariables,1)'
                  UseParallel: 0

   Options not used by current Algorithm ('sqp')
   Default properties:
       BarrierParamUpdate: 'monotone'
    EnableFeasibilityMode: 0
        FunctionTolerance: 1.0000e-06
     HessianApproximation: 'not applicable'
               HessianFcn: []
       HessianMultiplyFcn: []
              HonorBounds: 1
      SubproblemAlgorithm: 'factorization'
打开实时脚本

用新值更新现有选项。

为 求解器设置选项，以使用 算法和最多 1500 个函数计算

oldoptions=optimoptions(@lsqnonlin,'Algorithm','levenberg-marquardt',...
    'MaxFunctionEvaluations',1500)
oldoptions=lsqnonlin options:

   Options used by current Algorithm ('levenberg-marquardt'):
   (Other available algorithms: 'interior-point', 'trust-region-reflective')

   Set properties:
                   Algorithm: 'levenberg-marquardt'
      MaxFunctionEvaluations: 1500

   Default properties:
                     Display: 'final'
    FiniteDifferenceStepSize: 'sqrt(eps)'
        FiniteDifferenceType: 'forward'
           FunctionTolerance: 1.0000e-06
               MaxIterations: 400
                   OutputFcn: []
                     PlotFcn: []
    SpecifyObjectiveGradient: 0
               StepTolerance: 1.0000e-06
                    TypicalX: 'ones(numberOfVariables,1)'
                 UseParallel: 0

   Options not used by current Algorithm ('levenberg-marquardt')
   Default properties:
           BarrierParamUpdate: 'monotone'
          ConstraintTolerance: 1.0000e-06
          JacobianMultiplyFcn: []
          OptimalityTolerance: 1.0000e-06
    SpecifyConstraintGradient: 0
          SubproblemAlgorithm: 'factorization'

将 增加到 2000。 

options=optimoptions(oldoptions,'MaxFunctionEvaluations',2000)
options=lsqnonlin options:

   Options used by current Algorithm ('levenberg-marquardt'):
   (Other available algorithms: 'interior-point', 'trust-region-reflective')

   Set properties:
                   Algorithm: 'levenberg-marquardt'
      MaxFunctionEvaluations: 2000

   Default properties:
                     Display: 'final'
    FiniteDifferenceStepSize: 'sqrt(eps)'
        FiniteDifferenceType: 'forward'
           FunctionTolerance: 1.0000e-06
               MaxIterations: 400
                   OutputFcn: []
                     PlotFcn: []
    SpecifyObjectiveGradient: 0
               StepTolerance: 1.0000e-06
                    TypicalX: 'ones(numberOfVariables,1)'
                 UseParallel: 0

   Options not used by current Algorithm ('levenberg-marquardt')
   Default properties:
           BarrierParamUpdate: 'monotone'
          ConstraintTolerance: 1.0000e-06
          JacobianMultiplyFcn: []
          OptimalityTolerance: 1.0000e-06
    SpecifyConstraintGradient: 0
          SubproblemAlgorithm: 'factorization'
打开实时脚本

使用圆点表示法用新值更新现有选项。

为 求解器设置选项，以使用 算法和最多 1500 个函数计算 

options=optimoptions(@lsqnonlin,'Algorithm','levenberg-marquardt',...
    'MaxFunctionEvaluations',1500)
options=lsqnonlin options:

   Options used by current Algorithm ('levenberg-marquardt'):
   (Other available algorithms: 'interior-point', 'trust-region-reflective')

   Set properties:
                   Algorithm: 'levenberg-marquardt'
      MaxFunctionEvaluations: 1500

   Default properties:
                     Display: 'final'
    FiniteDifferenceStepSize: 'sqrt(eps)'
        FiniteDifferenceType: 'forward'
           FunctionTolerance: 1.0000e-06
               MaxIterations: 400
                   OutputFcn: []
                     PlotFcn: []
    SpecifyObjectiveGradient: 0
               StepTolerance: 1.0000e-06
                    TypicalX: 'ones(numberOfVariables,1)'
                 UseParallel: 0

   Options not used by current Algorithm ('levenberg-marquardt')
   Default properties:
           BarrierParamUpdate: 'monotone'
          ConstraintTolerance: 1.0000e-06
          JacobianMultiplyFcn: []
          OptimalityTolerance: 1.0000e-06
    SpecifyConstraintGradient: 0
          SubproblemAlgorithm: 'factorization'

使用圆点表示法将 增加到 2000。 

options.MaxFunctionEvaluations=2000
options=lsqnonlin options:

   Options used by current Algorithm ('levenberg-marquardt'):
   (Other available algorithms: 'interior-point', 'trust-region-reflective')

   Set properties:
                   Algorithm: 'levenberg-marquardt'
      MaxFunctionEvaluations: 2000

   Default properties:
                     Display: 'final'
    FiniteDifferenceStepSize: 'sqrt(eps)'
        FiniteDifferenceType: 'forward'
           FunctionTolerance: 1.0000e-06
               MaxIterations: 400
                   OutputFcn: []
                     PlotFcn: []
    SpecifyObjectiveGradient: 0
               StepTolerance: 1.0000e-06
                    TypicalX: 'ones(numberOfVariables,1)'
                 UseParallel: 0

   Options not used by current Algorithm ('levenberg-marquardt')
   Default properties:
           BarrierParamUpdate: 'monotone'
          ConstraintTolerance: 1.0000e-06
          JacobianMultiplyFcn: []
          OptimalityTolerance: 1.0000e-06
    SpecifyConstraintGradient: 0
          SubproblemAlgorithm: 'factorization'
打开实时脚本

将 求解器的非默认选项转移到 求解器的选项。

为 设置选项，以使用 sqp 算法和最多 1500 次迭代。 

oldoptions=optimoptions(@fmincon,'Algorithm','sqp','MaxIterations',1500)
oldoptions=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:
          ConstraintTolerance: 1.0000e-06
                      Display: 'final'
     FiniteDifferenceStepSize: 'sqrt(eps)'
         FiniteDifferenceType: 'forward'
       MaxFunctionEvaluations: '100*numberOfVariables'
               ObjectiveLimit: -1.0000e+20
          OptimalityTolerance: 1.0000e-06
                    OutputFcn: []
                      PlotFcn: []
                 ScaleProblem: 0
    SpecifyConstraintGradient: 0
     SpecifyObjectiveGradient: 0
                StepTolerance: 1.0000e-06
                     TypicalX: 'ones(numberOfVariables,1)'
                  UseParallel: 0

   Options not used by current Algorithm ('sqp')
   Default properties:
       BarrierParamUpdate: 'monotone'
    EnableFeasibilityMode: 0
        FunctionTolerance: 1.0000e-06
     HessianApproximation: 'not applicable'
               HessianFcn: []
       HessianMultiplyFcn: []
              HonorBounds: 1
      SubproblemAlgorithm: 'factorization'

将适用选项迁移到 求解器。 

options=optimoptions(@fminunc,oldoptions)
options=fminunc options:

   Options used by current Algorithm ('quasi-newton'):
   (Other available algorithms: 'trust-region')

   Set properties:
        FiniteDifferenceType: 'forward'
               MaxIterations: 1500
         OptimalityTolerance: 1.0000e-06
                     PlotFcn: []
    SpecifyObjectiveGradient: 0
               StepTolerance: 1.0000e-06

   Default properties:
                   Algorithm: 'quasi-newton'
                     Display: 'final'
    FiniteDifferenceStepSize: 'sqrt(eps)'
        HessianApproximation: 'bfgs'
      MaxFunctionEvaluations: '100*numberOfVariables'
              ObjectiveLimit: -1.0000e+20
                   OutputFcn: []
                    TypicalX: 'ones(numberOfVariables,1)'
                 UseParallel: 0

   Options not used by current Algorithm ('quasi-newton')
   Set properties:
      FunctionTolerance: 1.0000e-06
             HessianFcn: []
     HessianMultiplyFcn: []
    SubproblemAlgorithm: 'factorization'

算法选项不会传输到 ，因为 不是 的有效算法选项。

打开实时脚本

创建优化问题并找到默认的求解器和选项。

rng default
x=optimvar('x',3,'LowerBound',0);
expr=x'*(eye(3) + randn(3))*x - randn(1,3)*x;
prob=optimproblem('Objective',expr);
options=optimoptions(prob)
options=quadprog options:

   Options used by current Algorithm ('interior-point-convex'):
   (Other available algorithms: 'active-set', 'trust-region-reflective')

   Set properties:
     No options set.

   Default properties:
              Algorithm: 'interior-point-convex'
    ConstraintTolerance: 1.0000e-08
                Display: 'final'
           LinearSolver: 'auto'
          MaxIterations: 200
    OptimalityTolerance: 1.0000e-08
          StepTolerance: 1.0000e-12

   Options not used by current Algorithm ('interior-point-convex')
   Default properties:
      FunctionTolerance: 'default dependent on problem'
     HessianMultiplyFcn: []
         ObjectiveLimit: -1.0000e+20
    SubproblemAlgorithm: 'cg'
               TypicalX: 'ones(numberOfVariables,1)'

默认求解器是 。

设置选项以使用迭代输出。查找解。

options.Display='iter';
sol=solve(prob,'Options',options);
Solving problem using quadprog.
Your Hessian is not symmetric. Resetting H=(H+H')/2.

 Iter            Fval  Primal Infeas    Dual Infeas  Complementarity  
    0    2.018911e+00   0.000000e+00   2.757660e+00     6.535839e-01  
    1   -2.170204e+00   0.000000e+00   8.881784e-16     2.586177e-01  
    2   -3.405808e+00   0.000000e+00   8.881784e-16     2.244054e-03  
    3   -3.438788e+00   0.000000e+00   3.356690e-16     7.261144e-09  

Minimum found that satisfies the constraints.

Optimization completed because the objective function is non-decreasing in 
feasible directions, to within the value of the optimality tolerance,
and constraints are satisfied to within the value of the constraint tolerance.

sol.x
ans=3×1

    1.6035
    0.0000
    0.8029