Options 'ScaleProblem' in Levenberg-​Marquardt-​Algorithm (lsqnonlin)

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I'm using the Algorithm Levenberg-Marquardt (lsqnonlin) in the Optimization Toolbox. And my problem is poorly scaled. By changing the option 'ScaleProblem' from 'none' to 'jacobian', it seems that my function converges better. But what does this option exactly do? And are there more other alternatives to 'none'?

回答(1 个)

Veda Upadhye
Veda Upadhye 2017-9-7
Hi,
According to the documentation, setting the 'ScaleProblem' option to 'jacobian' sometimes helps the solver on badly-scaled problems i.e it helps improve the convergence of a poorly scaled problem. The other default option is 'none'.
Hope this helps!
Veda

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