optimset (MATLAB Function Reference)

Create or edit optimization options parameter structure

Syntax

options = optimset('param1',value1,'param2',value2,...)
optimset
options = optimset
options = optimset(optimfun)
options = optimset(oldopts,'param1',value1,...)
options = optimset(oldopts,newopts)

Description

options = optimset('param1',value1,'param2',value2,...)

creates an optimization options structure called options, in which the specified parameters (param) have specified values. Any unspecified parameters are set to [] (parameters with value [] indicate to use the default value for that parameter when options is passed to the optimization function). It is sufficient to type only enough leading characters to define the parameter name uniquely. Case is ignored for parameter names.

optimset

with no input or output arguments displays a complete list of parameters with their valid values.

options = optimset

(with no input arguments) creates an options structure options where all fields are set to [].

options = optimset(optimfun)

creates an options structure options with all parameter names and default values relevant to the optimization function optimfun.

options = optimset(oldopts,'param1',value1,...)

creates a copy of oldopts, modifying the specified parameters with the specified values.

options = optimset(oldopts,newopts)

combines an existing options structure oldopts with a new options structure newopts. Any parameters in newopts with nonempty values overwrite the corresponding old parameters in oldopts.

Parameters

Optimization parameters used by MATLAB functions and Optimization Toolbox functions:

Display [ off | iter | {final} ]

Level of display. none displays no output; iter displays output at each iteration; final displays just the final output.

MaxFunEvals [ positive integer ]

Maximum number of function evaluations allowed.

MaxIter [ positive integer ]

Maximum number of iterations allowed.

TolFun [ positive scalar ]

Termination tolerance on the function value.

TolX [ positive scalar ]

Termination tolerance on x.

Optimization parameters used by Optimization Toolbox functions (for more information about individual parameters, see the optimization functions that use these parameters):

DerivativeCheck [ on | {off} ]

Diagnostics [ on | {off} ]

DiffMaxChange [ positive scalar | {1e-1} ]

DiffMinChange [ positive scalar | {1e-8} ]

GoalsExactAchieve [ positive scalar integer | {0} ]

GradConstr [ on | {off} ]

GradObj [ on | {off} ]

Hessian [ on | {off} ]

HessPattern [ sparse matrix ]

HessUpdate [ {bfgs} | dfp | gillmurray | steepdesc ]

JacobPattern [ sparse matrix ]

Jacobian [ on | {off} ]

LargeScale [ {on} | off ]

LevenbergMarquardt [ on | off ]

LineSearchType [ cubicpoly | {quadcubic} ]

MaxPCGIter [ positive integer ]

MeritFunction [ singleobj | {multiobj} ]

MinAbsMax [ positive scalar integer | {0} ]

PrecondBandWidth [ positive integer | Inf ]

TolCon [ positive scalar ]

TolPCG [ positive scalar | {0.1} ]

TypicalX [ vector ]

Examples

This statement creates an optimization options structure called options in which the Display parameter is set to 'iter' and the TolFun parameter is set to 1e-8.

options = optimset('Display','iter','TolFun',1e-8)

This statement makes a copy of the options structure called options, changing the value of the TolX parameter and storing new values in optnew.

optnew = optimset(options,'TolX',1e-4);

This statement returns an optimization options structure that contains all the parameter names and default values relevant to the function fminbnd.

optimset('fminbnd')