How to replace my optimset with equivalent optimoptions ?

2019 7 3
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更新时间：2019 7 4
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Hi all
using Fsolve, I am getting into difficulties and want to use Jacobian and Hessian as well , but first I need to pass from optimset to optimoptions
currently my Options are :
options = optimset('Display','iter','MaxFunEvals',1e6,'MaxIter',1e6,'TolFun',1e-3,'DerivativeCheck','on','Diagnostics','on');
so first, I need to have the equivalent optimoptions and then include Jacobian and Hessian.
since for some of my input data no solution is found ( Func-Count = 1.5e+7 ) , I need to imrpove my solution

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Matt J
Matt J 2019-7-3
编辑：Matt J 2019-7-3

1 个投票

Why not just,
options = optimoptions(@fsolve, 'Display','iter','MaxFunEvals',1e6,'MaxIter',1e6,...
'TolFun',1e-3,'DerivativeCheck','on','Diagnostics','on');

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farzad
farzad 2019-7-3
thank you
what about Hessian and Jacob ?
Matt J
Matt J 2019-7-3
For the Jacobian, set 'SpecifyObjectiveGradient' to true, and follow instructions and examples here,
https://www.mathworks.com/help/optim/ug/fsolve.html#buta__s-fun
farzad
farzad 2019-7-3
thank you
this is suggested in the page :
options = optimoptions('fsolve','SpecifyObjectiveGradient','on')
I get
Error: Invalid value for OPTIONS parameter SpecifyObjectiveGradient: must be logical TRUE or FALSE.
Torsten
Torsten 2019-7-3
编辑：Torsten 2019-7-3
options = optimoptions(@fsolve,'SpecifyObjectiveGradient',true)
Matt J
Matt J 2019-7-3
That is a documentation error. You should set to true.
farzad
farzad 2019-7-3
that is as you said, the problem is that Matlab does not accept 'on' for Jacobian
farzad
farzad 2019-7-3
Now I did :
options = optimoptions(@fsolve,'Display','iter','MaxFunEvals',1e6,'MaxIter',1e6,'TolFun',1e-3,'DerivativeCheck','on','Diagnostics','on', 'SpecifyObjectiveGradient',true);
but now I get the error :
too many output arguments ! is the definition right ? and how to ask for more output arguments ?
Matt J
Matt J 2019-7-3
编辑：Matt J 2019-7-3
Without code and the full error message, the problem is undiagnosable. However, I suspect you forgot to provide the Jacobian computation in your objective function code.
Torsten
Torsten 2019-7-3
@farzad:
Did you ask for the number of output arguments in your code ?
https://de.mathworks.com/help/optim/ug/nonlinear-equations-with-jacobian.html
farzad
farzad 2019-7-3
I can't share my full code. I hope this way I resolve it..
I have a bit of diffulty in using your link @Torsten , since I have defined my function in another m file and I call the
[x,fval,exitflag,output] = fsolve(fun,xstart,options);
in my main file. So based on this tutorial you shared, I should add thos Jacobian calc lines in the function definition m file ?
Torsten
Torsten 2019-7-3
编辑：Torsten 2019-7-3
Of course, where else ?
And with the if statement about the number of output arguments.
farzad
farzad 2019-7-3
I didn't understand your last phrase
Torsten
Torsten 2019-7-3
编辑：Torsten 2019-7-3
Look at the function file provided in the link:
if nargout > 1
Supply Jacobian
end
farzad
farzad 2019-7-3
And, why can't I just do : jacobian(f,x)
Matt J
Matt J 2019-7-3
编辑：Matt J 2019-7-3
jacobian(f,x) is a Symbolic Math Toolbox function. It only takes symbolic variables f and x as input and only returns symbolic results. And it is slow.
farzad
farzad 2019-7-3
Thank you, but from the link you shared, I could not learn how to calculate my own function's Jacobian. Where did that 4 coefficient come from in the jacobian when all the main function coeffs are 3.
Matt J
Matt J 2019-7-3
编辑：Matt J 2019-7-3
From the terms.
farzad
farzad 2019-7-3
Still not clear
I don't understand the C ,D and E matrix size selection , also in c ,d, and e
farzad
farzad 2019-7-3
How about the following ?
[diff(f1,x), diff(f1, y); diff(f2, x), diff(f2, y)]
Matt J
Matt J 2019-7-3
No, diff(f1,x) is also a symbolic function. It is probably better for you to use the fundamental definition of the Jacobian,
https://en.wikipedia.org/wiki/Jacobian_matrix_and_determinant
to compute the Jacobian for your specific function.
farzad
farzad 2019-7-3
Are you Sure diff is symbolic ?
and why can't I use symbolic ? shall you help me understand ?
Matt J
Matt J 2019-7-3
编辑：Matt J 2019-7-4
Do you understand the difference between symbolic and numeric computation? In symbolic computation, you present the expression for a function, and the software tries to take its derivatives analytically, as you or I would in a calculus course. The result is an analytical expression for the derivative, not a number.
But fsolve is a numeric solver. It puts in numbers for x and expects your code to give back numbers for the resulting Jacobian(x). On top of that, it does this repeatedly with different x, in its search for a solution. For the sake of speed, therefore, you don't want your code redoing the calculus to get expressions for the Jacobian every time it is called.

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