What norm StepTolerance uses for multivariable?
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I want to define a StepTolerance for the lsqnonlin with 'trust-region-reflective'algorithm to solve a system of 4 variables, so X has dimension 4x1.
"StepTolerance is a lower bound on the size of a step, meaning the norm of (xi – xi+1). If the solver attempts to take a step that is smaller than StepTolerance, the iterations end."
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Torsten
2024-7-18
编辑:Torsten
2024-7-18
In this case, to get full control, you'd stop the iteration on your own by using the OutputFnc function. Here, you can save the convergence history of the solver and thus compare the most recent iterate x_i+1 with the previous ones x_j for j <= i during the computational process.
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