Thread Subject:
What is the step-size of fminunc?

Subject: What is the step-size of fminunc?

From: Luca

Date: 10 Jul, 2012 09:05:12

Message: 1 of 1

Hello!

I'm having some problems understanding the computations done by fminunc. At each iteration it reporst me the step-size, and I would like to set my TolX accordingly.
Still I don't understand what fminunc computes to be the step-size.
Using outputFcn I save the values of my X at each iteration. Euclidean distance between X at iteration 1 and iteration 2 is 48, max difference (max(abs(X1-X2)) is 3.7.

Still fminunc reports the step size at iteration 1 to be 6e-10, at iteration 2 0.38 and at iteration 3 0.0033.

What's step-size for fminunc??

Additional side question: the step size reported for iteration 1 is the step between which iterations? (1 and 0? 2 and 1?)

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