Optimization Options Reference
Optimization Options
The following table describes optimization options. Create options using the optimoptions
function, or optimset
for fminbnd
, fminsearch
, fzero
, or lsqnonneg
.
See the individual function reference pages for information about available option values and defaults.
The default values for the options vary depending on which optimization function you call with options
as an input argument. You can determine the default option values for any of the optimization functions by entering optimoptions('
or the equivalent solvername
')optimoptions(@
. For example,solvername
)
optimoptions('fmincon')
returns a list of the options and the default values for the default 'interior-point'
fmincon
algorithm. To find the default values for another fmincon
algorithm, set the Algorithm
option. For example,
opts = optimoptions('fmincon','Algorithm','sqp')
optimoptions
“hides” some options, meaning it does not display their values. Those options do not appear in this table. Instead, they appear in Hidden Options.
Optimization Options
Option Name | Description | Used by Functions | Restrictions |
---|---|---|---|
AbsoluteGapTolerance | Nonnegative real.
| intlinprog | optimoptions only |
AbsoluteMaxObjectiveCount | Number of F(x) to minimize the worst case absolute values. | ||
Algorithm | Chooses the algorithm used by the solver. | fmincon , fminunc , fsolve , linprog , lsqcurvefit , lsqlin , lsqnonlin , quadprog | |
BarrierParamUpdate | Chooses the algorithm for updating the barrier parameter in the | fmincon | |
BranchRule | Rule for choosing the component for branching:
| intlinprog | optimoptions only |
CheckGradients | Compare user-supplied analytic derivatives (gradients or Jacobian, depending on the selected solver) to finite differencing derivatives. The | optimoptions only. For optimset , use DerivativeCheck | |
ConstraintTolerance | Tolerance on the constraint violation. |
| optimoptions only. For optimset , use TolCon |
CutGeneration | Level of cut generation (see Cut Generation):
| intlinprog | optimoptions only |
CutMaxIterations | Number of passes through all cut generation methods before entering the branch-and-bound phase, an integer from 1 through 50 . Disable cut generation by setting the CutGeneration option to 'none' . | intlinprog | optimoptions only |
Display | Level of display.
| All. See the individual function reference pages for the values that apply. | |
EnableFeasibilityMode | Chooses the algorithm for achieving feasibility in the | fmincon | |
EqualityGoalCount | Specify the number of objectives required for the objective | optimoptions only. For optimset , use GoalsExactAchieve | |
FiniteDifferenceStepSize | Scalar or vector step size factor for finite differences. When you set
sign′(x) = sign(x) except sign′(0) = 1 . Central finite differences are
FiniteDifferenceStepSize expands to a vector. The default is sqrt(eps) for forward finite differences, and eps^(1/3) for central finite differences. |
| optimoptions only. For optimset , use FinDiffRelStep |
FiniteDifferenceType | Finite differences, used to estimate gradients, are either |
| optimoptions only. For optimset , use FinDiffType |
FunctionTolerance | Termination tolerance on the function value. |
| optimoptions only. For optimset , use TolFun |
HessianApproximation | Method of Hessian approximation: Ignored when | optimoptions only. For optimset , use Hessian | |
HessianFcn | User-supplied Hessian, specified as a function handle (see Including Hessians). | fmincon , fminunc | optimoptions only. For optimset , use HessFcn |
HessianMultiplyFcn | User-supplied Hessian multiply function, specified as a function handle. Ignored when | optimoptions only. For optimset , use HessMult | |
Heuristics | Algorithm for searching for feasible points (see Heuristics for Finding Feasible Solutions):
| intlinprog | optimoptions only |
HeuristicsMaxNodes | Strictly positive integer that bounds the number of nodes intlinprog can explore in its branch-and-bound search for feasible points. See Heuristics for Finding Feasible Solutions. | intlinprog | optimoptions only |
HonorBounds | The default | fmincon | optimoptions only. For optimset , use AlwaysHonorConstraints |
IntegerPreprocess | Types of integer preprocessing (see Mixed-Integer Program Preprocessing):
| intlinprog | optimoptions only |
IntegerTolerance | Real from 1e-6 through 1e-3 , where the maximum deviation from integer that a component of the solution x can have and still be considered an integer. IntegerTolerance is not a stopping criterion. | intlinprog | optimoptions only |
JacobianMultiplyFcn | User-defined Jacobian multiply function, specified as a function handle. Ignored unless | ||
LinearSolver | Type of internal linear solver in algorithm. For
For
|
| |
LPMaxIterations | Strictly positive integer, the maximum number of simplex algorithm iterations per node during the branch-and-bound process. | intlinprog | optimoptions only |
LPOptimalityTolerance | Nonnegative real where reduced costs must exceed LPOptimalityTolerance for a variable to be taken into the basis. | intlinprog | optimoptions only |
MaxFunctionEvaluations | Maximum number of function evaluations allowed. |
| optimoptions only. For optimset , use MaxFunEvals |
MaxIterations | Maximum number of iterations allowed. | optimoptions only. For optimset , use MaxIter | |
MaxFeasiblePoints | Strictly positive integer. intlinprog stops if it finds MaxFeasiblePoints integer feasible points. | intlinprog | optimoptions only |
MaxNodes | Strictly positive integer that is the maximum number of nodes the solver explores in its branch-and-bound process. | ||
MaxTime | Maximum amount of time in seconds allowed for the algorithm. | ||
NodeSelection | Choose the node to explore next.
| intlinprog | optimoptions only |
ObjectiveCutOff | Real greater than -Inf . The default is Inf . | intlinprog | optimoptions only |
ObjectiveImprovementThreshold | Nonnegative real. intlinprog changes the current feasible solution only when it locates another with an objective function value that is at least ObjectiveImprovementThreshold lower: (fold – fnew)/(1 + |fold|) > ObjectiveImprovementThreshold. | intlinprog | optimoptions only |
ObjectiveLimit | If the objective function value goes below | fmincon , fminunc , lsqlin , quadprog | |
OptimalityTolerance | Termination tolerance on the first-order optimality. |
| optimoptions only. For optimset , use TolFun |
OutputFcn | Specify one or more user-defined functions that the optimization function calls at each iteration. Pass a function handle or a cell array of function handles. See Output Function and Plot Function Syntax or intlinprog Output Function and Plot Function Syntax. |
| |
PlotFcn | Plots various measures of progress while the algorithm executes. Select from predefined plots or write your own. Give the function name as listed, or as a function handle such as
See Plot Functions or intlinprog Output Function and Plot Function Syntax. |
| optimoptions only. For optimset , use PlotFcns |
RelativeGapTolerance | Real from
| intlinprog | optimoptions only |
RootLPAlgorithm | Algorithm for solving linear programs:
| intlinprog | optimoptions only |
RootLPMaxIterations | Nonnegative integer that is the maximum number of simplex algorithm iterations to solve the initial linear programming problem. | intlinprog | optimoptions only |
ScaleProblem | For | fmincon | |
SpecifyConstraintGradient | User-defined gradients for the nonlinear constraints. | optimoptions only. For optimset , use GradConstr | |
SpecifyObjectiveGradient | User-defined gradients or Jacobians for the objective functions. |
| optimoptions only. For optimset , use GradObj or Jacobian |
StepTolerance | Termination tolerance on x. | ||
SubproblemAlgorithm | Determines how the iteration step is calculated. | fmincon , fminunc , fsolve , lsqcurvefit , lsqlin , lsqnonlin | |
TypicalX | Array that specifies typical magnitude of array of parameters |
| |
UseParallel | When |
|
Hidden Options
optimoptions
“hides” some options, meaning it does not display their values. To learn how to view these options, and why they are hidden, see View Optimization Options.
Function reference pages list these options in italics.
Hidden Optimization Toolbox Options
Hidden Global Optimization Toolbox Options
Hidden Optimization Toolbox Options
This table lists the hidden Optimization Toolbox™ options.
Options that optimoptions
Hides
Option Name | Description | Used by Functions | Restrictions |
---|---|---|---|
Diagnostics | Display diagnostic information about the function to be minimized or solved. | All but | |
DiffMaxChange | Maximum change in variables for finite differencing. |
| |
DiffMinChange | Minimum change in variables for finite differencing. |
| |
FunValCheck | Check whether objective function and constraints values are valid. Note
|
| |
HessPattern | Sparsity pattern of the Hessian for finite differencing. The size of the matrix is n-by-n, where n is the number of elements in | ||
HessUpdate | Quasi-Newton updating scheme. | ||
InitBarrierParam | Initial barrier value. | fmincon | |
InitDamping | Initial Levenberg-Marquardt parameter. | fsolve , lsqcurvefit , lsqnonlin | optimoptions only |
InitTrustRegionRadius | Initial radius of the trust region. | fmincon | |
JacobPattern | Sparsity pattern of the Jacobian for finite differencing. The size of the matrix is | ||
LPPreprocess | Type of preprocessing for the solution to the relaxed linear program (see Linear Program Preprocessing):
| intlinprog | optimoptions only |
MaxPCGIter | Maximum number of iterations of preconditioned conjugate gradients method allowed. |
| |
MaxProjCGIter | A tolerance for the number of projected conjugate gradient iterations; this is an inner iteration, not the number of iterations of the algorithm. | fmincon | |
MaxSQPIter | Maximum number of iterations of sequential quadratic programming method allowed. | ||
MeritFunction | Use goal attainment/minimax merit function (multiobjective) vs. | ||
PrecondBandWidth | Upper bandwidth of preconditioner for PCG. Setting to |
| |
Preprocess | Level of LP preprocessing prior to simplex or dual simplex algorithm iterations. | optimoptions only | |
RelLineSrchBnd | Relative bound on line search step length. | ||
RelLineSrchBndDuration | Number of iterations for which the bound specified in | ||
ScaleProblem | When using the | fsolve , lsqcurvefit , lsqnonlin | |
TolConSQP | Constraint violation tolerance for the inner SQP iteration. | fgoalattain , fmincon , fminimax , fseminf | |
TolPCG | Termination tolerance on the PCG iteration. |
| |
TolProjCG | A relative tolerance for projected conjugate gradient algorithm; this is for an inner iteration, not the algorithm iteration. | fmincon | |
TolProjCGAbs | Absolute tolerance for projected conjugate gradient algorithm; this is for an inner iteration, not the algorithm iteration. | fmincon |
Hidden Global Optimization Toolbox Options
For the reasons these options are hidden, see Options that optimoptions Hides (Global Optimization Toolbox).
Options that optimoptions
Hides
Option Name | Used by Functions |
---|---|
Cache |
|
CacheSize |
|
CacheTol |
|
DisplayInterval |
|
FunValCheck |
|
HybridInterval |
|
InitialPenalty |
|
MaxMeshSize |
|
MeshRotate |
|
MigrationDirection |
|
MigrationFraction |
|
MigrationInterval |
|
PenaltyFactor |
|
PlotInterval |
|
StallTest |
|
TolBind | patternsearch |
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