Problem using FSOLVE 'OptimalityTolerance' is not an option

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Javier Mora Torres
Javier Mora Torres 2020-10-31
回答： Alan Weiss 2020-11-2
Hi
I'm trying to do Nonlinear regression with Levenberg Marquardt, but I have this problem.
Error using optimoptions (line 105)
'OptimalityTolerance' is not an option for FSOLVE.
A list of options can be found on the FSOLVE documentation page.
Error in Transfer_function_corrected (line 116)
options =
optimoptions(@fsolve,'TolFun',1e-54,'Algorithm','levenberg-marquardt','MaxIter',1e16,'Display','off','TolFun',1e-12,'OptimalityTolerance',1e-12);
My code..
[l,a]=size(H);
for y=1:a
for z=1:l
myfun = @(x) [((H(z,y)-(D(y)*exp(-1i*x(1)*(r(y+1)-r(1))))))^2];
options = optimoptions(@fsolve,'TolFun',1e-54,'Algorithm','levenberg-marquardt','MaxIter',1e16,'Display','off','TolFun',1e-12,'OptimalityTolerance',1e-12);
[K(z,y),fval(z,y)] = fsolve(myfun, [0],options);
c=c+1;
waitbar(c/n)
end
end
Thank you so much.

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采纳的回答

Alan Weiss
Alan Weiss 2020-11-2
I am surprised that you got that error, but here is what the fsolve documentation has to say about that option:
Internally, the 'levenberg-marquardt' algorithm uses an optimality tolerance (stopping criterion) of 1e-4 times FunctionTolerance and does not use OptimalityTolerance.
I would also like to point out that many of your chosen options and tolerances do not make sense. To quote from that link: Generally set tolerances such as OptimalityTolerance and StepTolerance to be well above eps, and usually above 1e-14. Setting small tolerances does not always result in accurate results. Instead, a solver can fail to recognize when it has converged, and can continue futile iterations. A tolerance value smaller than eps effectively disables that stopping condition.
Alan Weiss
MATLAB mathematical toolbox documentation

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