Relative versus absolute values of TolX and TolFun

Question

David 2013-9-20

1
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/87769-relative-versus-absolute-values-of-tolx-and-tolfun

编辑： Amro 2016-6-26

In using solvers such as fminsearch and lsqnonlin the on-line help documentation state that these tolerances are generally absolute tolerances but can be used as relative tolerances. What is not clear to me is: 1. when they are used in each of these ways; 2. whether it is possible to specify how you would like them to be used (i.e., in an absolute versus relative sense).

Thank, David

2 个评论
显示无隐藏无

Matt J 2013-9-20

编辑：Matt J 2013-9-20

I agree. The Optimization Options Reference could use a lot more detail on how the stopping criteria are defined. I often see questions about whether TolX is an L2-bound or an max-norm bound, for example.

Amro 2016-6-26

编辑：Amro 2016-6-26

related: How do the tolerances work in the Optimization Toolbox?

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Matt J 2013-9-20

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/87769-relative-versus-absolute-values-of-tolx-and-tolfun#answer_97348

编辑：Matt J 2013-9-20

1. Dunno. See also my comment above.

2. I don't think you can manually alter the meaning of the built-in stopping criteria. However, you can impose your own customized stopping criteria using the OutputFcn option. You can also quasi-deactivate built-in criteria e.g., by setting TolX=0. Unfortunately, it doesn't let you set TolX<0, which would completely deactivate it.