How can I set the numbers of decimals (precision) of the solution of fminunc?
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I am minimizing a multivariable function using fminunc and I am interested in a solution with just two decimals (ex. A=3.04, not A=3.0421). This is because I am minimizing the error through calibrating some coefficients and I want those coefficients to have a certain precision.
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Alan Weiss
2017-12-13
It is very difficult to know how the option settings affect the resulting solution accuracy. The only solver I know that is reasonably straightforward this way is patternsearch, and even that solver can be fooled.
My suggestion is simply to leave the options at their default values, if the process is not taking excessive time. If you want answers much faster than you currently are getting, first I would try to give better initial points x0, and only afterward gradually relax the step tolerance or optimality tolerance. But be careful, relaxed tolerances can have unwanted consequences, such as convergence to a point that is very far from optimal.
Alan Weiss
MATLAB mathematical toolbox documentation
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Alan Weiss
2017-12-13
I think that I still might not really understand what you want. If it is a display issue, you can choose to show only those decimal values that you like. See format or fprintf. If you want to control the solver iterations themselves, then I suggest again that you not try to do that, unless the solver is taking way too long.
Alan Weiss
MATLAB mathematical toolbox documentation
John D'Errico
2017-12-13
编辑:John D'Errico
2017-12-13
"I want the solver to "jump" from 0.53 to 0.54 between iterations (minimum step), so the solution has 2 decimals and it doesn't look like: parameter=0.5321"
That is a discrete problem. Essentially, you want the solver to look at only a set of integer values, and fminunc is NOT such a solver. (I know, they are not integers that you want. Multiply them by 100, and they would be integers.)
The point is, you cannot use fminunc to solve that problem.
You CAN use tools that can handle optimization over an integer set. I recall GA is such a solver. intlinprog also allows a partially integer search space, if linear programming is an option.
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John D'Errico
2017-12-13
If awful, that may just indicate you don't know how to use the tool properly.
As far as controlling the "step" of the parameters. Require integers, then divide by 100. WTP?
Romina Jahangiri
2021-2-18
编辑:Romina Jahangiri
2021-2-18
I have same problem. I want to get 2 digits after decimal point in the result of fmincon. Did you solve your problem?
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