exit flags for lsqnonlin

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David 2013-10-24

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编辑： Matt J 2013-10-24

Can anyone explain to me the difference between exitflags 1, 2 and 3 in lsqnonlin? I think my confusion here stems from the vague ways tolFun and tolX are described in the help files, but I'm not sure if there's more to my confusion.

Thanks,

David

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dpb 2013-10-24

在 MATLAB Online 中打开

For default of trust-region-reflective option it's in snls.m and the pertinent tests are--

if ((optnrm < tol1) && (posdef == 1) )
     ex = 1; EXITFLAG = 1;
     ...
 elseif (nrmsx < .9*delta) && (ratio > .25) && (diff < tol1*(1+abs(oval)))
     ex = 2; EXITFLAG = 3;
     ...
 elseif (iter > 1) && (nrmsx < tol2),
     ex = 3; EXITFLAG = 2;
     ...

I didn't dig thru the lower levels where some of these are defined...it certainly isn't clear from the doc's just what the difference is in any meaningful fashion, agreed...

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Answer 1

Matt J 2013-10-24

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编辑：Matt J 2013-10-24

exitflag=1 means that the first order optimality measure was smaller than what the code thinks is significant.

exitflag=2 means that the change in x at the last iteration was smaller than what you consider significant, as expressed through your choice of TolX.

exitflag=3 means the change in the objective function components were smaller than what you consider significant, as expressed through your choice of TolFun.