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optimoptions

Create optimization options

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Syntax

options = optimoptions(SolverName)
options = optimoptions(SolverName,Name,Value)
options = optimoptions(oldoptions,Name,Value)
options = optimoptions(SolverName,oldoptions)
options = optimoptions(prob)
options = optimoptions(prob,Name,Value)

Description

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options= optimoptions(SolverName)returns a set of default options for theSolverNamesolver.

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options= optimoptions(SolverName,Name,Value)returnsoptionswith specified parameters set using one or more name-value pair arguments.

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options= optimoptions(oldoptions,Name,Value)returns a copy ofoldoptionswith the named parameters altered with the specified values.

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options= optimoptions(SolverName,oldoptions)returns default options for theSolverNamesolver, and copies the applicable options inoldoptionstooptions.

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options= optimoptions(prob)returns a set of default options for theproboptimization problem or equation problem.

options= optimoptions(prob,Name,Value)returns options with specified parameters set using one or more name-value pair arguments.

Examples

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Open Live Script

Create default options for thefminconsolver.

options = optimoptions('fmincon')
选择= fmincon选项:选择使用的电流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' CheckGradients: 0 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 Show options not used by current Algorithm ('interior-point')
Open Live Script

Set options forfminconto use thesqpalgorithm and at most 1500 iterations.

options = optimoptions(@fmincon,'Algorithm','sqp','MaxIterations',1500)
选择= fmincon选项:选择使用的电流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' 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 Show options not used by current Algorithm ('sqp')
Open Live Script

Update existing options with new values.

Set options for thelsqnonlinsolver to use thelevenberg-marquardtalgorithm and at most 1500 function evaluations

oldoptions = optimoptions(@lsqnonlin,'Algorithm','levenberg-marquardt',...“MaxFunctionEvaluations',1500)
oldoptions = lsqnonlin options: Options used by current Algorithm ('levenberg-marquardt'): (Other available algorithms: 'trust-region-reflective') Set properties: Algorithm: 'levenberg-marquardt' MaxFunctionEvaluations: 1500 Default properties: CheckGradients: 0 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 Show options not used by current Algorithm ('levenberg-marquardt')

IncreaseMaxFunctionEvaluationsto 2000.

options = optimoptions(oldoptions,“MaxFunctionEvaluations',2000)
options = lsqnonlin options: Options used by current Algorithm ('levenberg-marquardt'): (Other available algorithms: 'trust-region-reflective') Set properties: Algorithm: 'levenberg-marquardt' MaxFunctionEvaluations: 2000 Default properties: CheckGradients: 0 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 Show options not used by current Algorithm ('levenberg-marquardt')
Open Live Script

Update existing options with new values by using dot notation.

Set options for thelsqnonlinsolver to use thelevenberg-marquardtalgorithm and at most 1500 function evaluations

options = optimoptions(@lsqnonlin,'Algorithm','levenberg-marquardt',...“MaxFunctionEvaluations',1500)
options = lsqnonlin options: Options used by current Algorithm ('levenberg-marquardt'): (Other available algorithms: 'trust-region-reflective') Set properties: Algorithm: 'levenberg-marquardt' MaxFunctionEvaluations: 1500 Default properties: CheckGradients: 0 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 Show options not used by current Algorithm ('levenberg-marquardt')

IncreaseMaxFunctionEvaluationsto 2000 by using dot notation.

options.MaxFunctionEvaluations = 2000
options = lsqnonlin options: Options used by current Algorithm ('levenberg-marquardt'): (Other available algorithms: 'trust-region-reflective') Set properties: Algorithm: 'levenberg-marquardt' MaxFunctionEvaluations: 2000 Default properties: CheckGradients: 0 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 Show options not used by current Algorithm ('levenberg-marquardt')
Open Live Script

Transfer nondefault options for thefminconsolver to options for thefminuncsolver.

Set options forfminconto use the sqp algorithm and at most 1500 iterations.

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: CheckGradients: 0 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 Show options not used by current Algorithm ('sqp')

Transfer the applicable options to thefminuncsolver.

options = optimoptions(@fminunc,oldoptions)
options = fminunc options: Options used by current Algorithm ('quasi-newton'): (Other available algorithms: 'trust-region') Set properties: CheckGradients: 0 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 Show options not used by current Algorithm ('quasi-newton')

The algorithm option does not transfer tofminuncbecause'sqp'is not a valid algorithm option forfminunc.

Open Live Script

Create an optimization problem and find the default solver and options.

rngdefaultx = optimvar('x',3,'LowerBound', 0);expr = x ' *(眼(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 Show options not used by current Algorithm ('interior-point-convex')

The default solver isquadprog.

Set the options to use iterative display. Find the solution.

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 =3×11.6035 0.0000 0.8029

Input Arguments

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Solver name, specified as a character vector, string, or function handle.

Example:'fmincon'

Example:@fmincon

Data Types:char|function_handle|string

Options created with theoptimoptionsfunction, specified as an options object.

Example:oldoptions = optimoptions(@fminunc)

Problem object, specified as anOptimizationProblemobject or anEquationProblemobject. Createprobusing theProblem-Based Optimization WorkfloworProblem-Based Workflow for Solving Equations.

The syntaxes usingprobenable you to determine the default solver for your problem and to modify the algorithm or other options.

Example:prob = optimproblem('Objective',myobj), wheremyobjis an optimization expression

Name-Value Arguments

Specify optional pairs of arguments asName1=Value1,...,NameN=ValueN, whereNameis the argument name andValueis the corresponding value. Name-value arguments must appear after other arguments, but the order of the pairs does not matter.

Before R2021a, use commas to separate each name and value, and encloseNamein quotes.

Example:optimoptions(@fmincon,'Display','iter','FunctionTolerance',1e-10)setsfminconoptions to have iterative display and aFunctionToleranceof1e-10.

For relevant name-value pair arguments, consult the options table for your solver:

Output Arguments

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Optimization options for theSolverNamesolver, returned as an options object.

Alternative Functionality

Live Editor Task

TheOptimizeLive Editor task lets you set options visually. For an example, seeOptimize Live Editor Task with fmincon Solver.

Extended Capabilities

Version History

Introduced in R2013a

See Also

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Topics

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