Using fmincon with Matlab 2010 and 2016 returns different results
1 次查看(过去 30 天)
显示 更早的评论
I ran a code I used on a previous version of Matlab (2010) on the latest version (2016), but the results I got are different.
I need the code to find the parameters of a certain density function, using the maximum likelihood estimation. So I decided to use fmincon. The code I wrote is exactly the same on both Matlab versions, and so are the data I used. However, on the 2010 version I obtain a certain x vector and on the 2016 version I obtain a different one, even after having specified the same optimoptions in both versions.
Why is that so?
0 个评论
回答(1 个)
Walter Roberson
2016-11-21
There are a number of different possibilities, including different default algorithms, differences in linear algebra libaries, and accumulation of round-off differences.
Does your function have some steep gradients? Exploration of those could be affected by round-off differences.
0 个评论
另请参阅
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!