迭代显示
介绍
The iterative display is a table of statistics describing the calculations in each iteration of a solver. The statistics depend on both the solver and the solver algorithm. The table appears in the MATLAB®Command Window when you run solvers with appropriate options. For more information about iterations, see迭代ations and Function Counts。
通过使用optimoptions
与Display
option set to'iter'
或者'iTer-detailed'
。For example:
options = optimoptions(@fminunc,'display','iter','算法','quasi-newton');[x fval Exitflag输出] = fminunc(@sin,0,options);
一阶迭代func -count f(x)阶梯尺寸最优性0 2 0 1 1 1 4 -0.841471 1 0.54 2 8 -1 0.484797 0.000993 3 10 -1 1 5.62E -05 4 12 -1 1 1 0局部最小值。完成优化是因为梯度的大小小于最佳公差的值。
The iterative display is available for all solvers except:
lsqlin
“信任区域反射”
算法LSQNONNEG
Quadprog
“信任区域反射”
算法
通用标题
This table lists some common headings of iterative display.
标题 | 显示的信息 |
---|---|
|
当前的目标函数值;为了 |
|
一阶最优性measure (see一阶最佳度量) |
|
功能评估次数;看迭代ations and Function Counts |
|
|
|
当前步骤的大小(大小是欧几里得规范,或2个norm)。为了 |
特定于功能的标题
本节中的表描述了迭代显示的标题,其含义特定于您使用的优化函数。
Fgoalattain, fmincon, fminimax, and fseminf
This table describes the headings specific toFgoalattain
,fmincon
,fminimax
, 和fseminf
。
Fgoalattain, fmincon, fminimax, or fseminf Heading | 显示的信息 |
---|---|
|
达成因素的价值 |
|
Number of conjugate gradient iterations taken in the current iteration (see预处理共轭梯度法) |
|
Gradient of the objective function along the search direction |
|
最大的约束违规,如果不平等约束算为 |
|
Multiplicative factor that scales the search direction (seeEquation 29) |
|
内部构造和用户提供的所有约束之间的最大违规;当没有约束约束时可能是负面的 |
|
Minimax问题的非线性编程重新印度的目标函数价值 |
|
Hessian update procedures:
有关更多信息,请参阅更新Hessian矩阵。 QP子问题程序:
|
|
Multiplicative factor that scales the search direction (seeEquation 29) |
|
Current trust-region radius |
fminbnd and fzero
This table describes the headings specific tofminbnd
和fzero
。
fminbnd或fzero标题 | 显示的信息 |
---|---|
|
程序
程序
|
|
当前点的算法 |
fminsearch
This table describes the headings specific tofminsearch
。
fminsearch标题 | 显示的信息 |
---|---|
|
当前单纯形中的最小功能值 |
|
当前迭代处的单纯形过程。程序包括:
For details, seefminsearch算法。 |
fminunc
This table describes the headings specific tofminunc
。
fminunc标题 | 显示的信息 |
---|---|
|
Number of conjugate gradient iterations taken in the current iteration (see预处理共轭梯度法) |
|
Multiplicative factor that scales the search direction (seeEquation 11) |
Thefminunc
“准牛顿”
算法can issue askipped update
message to the right of the一阶最优性
柱子。此消息意味着fminunc
did not update its Hessian estimate, because the resulting matrix would not have been positive definite. The message usually indicates that the objective function is not smooth at the current point.
FSOLVE
This table describes the headings specific toFSOLVE
。
FSOLVE标题 | 显示的信息 |
---|---|
|
Gradient of the function along the search direction |
|
λk定义的值Levenberg-Marquardt方法 |
|
Residual (sum of squares) of the function |
|
Current trust-region radius (change in the norm of the trust-region radius) |
在tlinprog
This table describes the headings specific to在tlinprog
。
intlinprog标题 | 显示的信息 |
---|---|
|
Cumulative number of explored nodes |
|
自几秒钟以来的时间 |
|
Number of integer feasible points found |
|
Objective function value of the best integer feasible point found. This value is an upper bound for the final objective function value |
|
where
Note Although you specify |
linprog
This table describes the headings specific tolinprog
。每种算法都有自己的迭代显示。
linprog标题 | 显示的信息 |
---|---|
|
原始的不可行,量度违规的量度,在解决方案下应为零。 For definitions, seePredictor-Corrector( |
|
双重不可行性,是拉格朗日衍生物的量度,在溶液下应为零。 对于拉格朗日的定义,请参阅Predictor-Corrector。为了definition of dual infeasibility, seePredictor-Corrector( |
|
Upper bound feasibility.{x}意思是那些x具有有限的上限。这个值是ru残留内点线性编程。 |
|
Duality gap (see内点线性编程) between the primal objective and the dual objective. |
|
Total relative error, described at the end of主要算法 |
|
A measure of the Lagrange multipliers times distance from the bounds, which should be zero at a solution. See thercvariable in停止条件。 |
|
Time in seconds that |
lsqlin
Thelsqlin
“内点”
iterative display is inherited from theQuadprog
iterative display. The relationship between these functions is explained in线性最小二乘:内点或主动设置。For iterative display details, seeQuadprog。
lsqnonlin and lsqcurvefit
This table describes the headings specific tolsqnonlin
和lsqcurvefit
。
LSQNONLIN或LSQCURVEFIT标题 | 显示的信息 |
---|---|
|
Gradient of the function along the search direction |
|
λk定义的值Levenberg-Marquardt方法 |
|
Value of the squared 2-norm of the residual at |
|
Residual vector of the function |
Quadprog
This table describes the headings specific toQuadprog
。只有“内点凸”
算法具有迭代显示。
Quadprog标题 | 显示的信息 |
---|---|
|
原始的不可行,定义为 |
|
Dual infeasibility, defined as |
|
衡量非活动不平等的Lagrange乘数的最大绝对值,该量度应在解决方案时为零。这个数量是g在可观的检测。 |