MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Instrukcja Użytkownika Pobierz pdf (Strona 63)

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= 'off' and Algorithm = 'trust-region-reflective'. In this case, the 'active-

set' algorithm is used, to minimize backward incompatibility.

External Interface to KNITRO Libraries

Use the new ktrlink function to call KNITRO optimization libraries from Ziena

Optimization, Inc. KNITRO libraries must be purchased separately. The External

Interface chapter of the User's Guide describes the ktrlink function.

Default PrecondBandWidth = Inf in lsqcurvefit, lsqnonlin, and fsolve

The default value of the PrecondBandWidth option changed from 0 to Inf for the

lsqcurvefit, lsqnonlin, and fsolve solvers. This change was beneficial in the vast majority

of tested problems.

In Optimization Tool, the default in Algorithm settings > Subproblem algorithm is

now Cholesky factorization, instead of Preconditioned CG=0.

Compatibility Considerations

The new default can lead to slower performance for problems with high-dimensional

nonlinearities. If this happens, change the default to another value such as 0 (the

previous default).

New Option TolConSQP with Incompatible Default Value

The new TolConSQP option exposes a parameter that was fixed at eps before. The

parameter is used in the fmincon, fminimax, fgoalattain, and fseminf solvers.

Compatibility Considerations

The new default value is TolConSQP = 1e–6. This did not affect a vast majority of tested

cases, and was beneficial in some. If you want exactly the same behavior as before, set

TolConSQP = eps using optimset.

Field constrviolation in Output Structure

The constrviolation field now exists in the output structure for the fgoalattain,

fmincon, fminimax, and fseminf functions; it measures the nonlinear constraint violation.

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MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Instrukcja Użytkownika Strona 63