How to increase initial step size in optimization toolbox?
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I am trying to use optimization toolbox for minimization. The problem is that, the initial change in the design variables is too small and my objective function is not too sensitive to these small changes, so after a few steps the optimization process terminates because of no change in the value of objective function. Is there any way to increase the initial step size? Here is an example of one of my design variables in the first and second steps: First step: x=1.0, second step: x=1.000000014901161 as you see the change is about 0.000000014901161 which is too small for my problem. I would like to increase this change in the begining.
Thank you.
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Alan Weiss
2015-8-31
4 个投票
As the documentation describes, it can be challenging to optimize a simulation (which is what I assume you are doing). As described, the answer in many cases is to set larger finite differences.
Good luck,
Alan Weiss
MATLAB mathematical toolbox documentation
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