How to change step size of fmincon?

Hi everybody,

does anyone know how the step size of fmincon can be changed?

Thanks in advance,

Nicolas

Answer 1

[Jan]

fmincon uses a bunch of different optimization tools and "stepsizes" occur in a variety of internal methods. Therefore you could mean a bunch of different options:

• DiffMaxChange
• OptimalityTolerance
• FunctionTolerance
• FunctionTolerance
• TolPCG
• RelLineSrchBnd

Please explain, what your actual problem is.

[Nicolas Ochmann]

Thank you for your answer. The problem is that my code takes ages to run. I now changed the FiniteDifferenceStepSize, StepTolerance and OptimalityTolerance and it actually gives me results faster. However, even though I expected them to be less accurate, they now are very different to the onces obtained beforehand.

[José-Luis]

What are you trying to optimize? A global optimum can often be pure utopia.

[Nicolas Ochmann]

Within boundaries :)