Hello Matlab community,
I am using fminunc to fit a function to a set of datapoints. The optimizer stops due to small step size however I have noticed the steps it is taking are way too small. I don’t want to set the minimum step size lower than 1e-3 but if I do so it just stops immediately.
The solution I have found is to provide the function with my own calculated gradient and manually multiplying it by 1e6.
Is there an optimizer option that can rescale the step size to gradient ratio in a similar way?
My optimizer options are:
options = optimoptions(‘fminunc’, …
‘Display’, ‘iter’, …
‘Algorithm’, ‘trust-region’, …
‘HessianFcn’,’objective’, …
‘SpecifyObjectiveGradient’,true, …
‘StepTolerance’, 5e-3, …,
"FiniteDifferenceStepSize", 0.1, …,
"FunctionTolerance",0.00001, …
"OptimalityTolerance",2e-6/factor, …
‘MaxFunctionEvaluations’, 10000, …
‘MaxIterations’, 10000, …
‘OutputFcn’, @saveIterations);

Thank you in advance for your help!Hello Matlab community,
I am using fminunc to fit a function to a set of datapoints. The optimizer stops due to small step size however I have noticed the steps it is taking are way too small. I don’t want to set the minimum step size lower than 1e-3 but if I do so it just stops immediately.
The solution I have found is to provide the function with my own calculated gradient and manually multiplying it by 1e6.
Is there an optimizer option that can rescale the step size to gradient ratio in a similar way?
My optimizer options are:
options = optimoptions(‘fminunc’, …
‘Display’, ‘iter’, …
‘Algorithm’, ‘trust-region’, …
‘HessianFcn’,’objective’, …
‘SpecifyObjectiveGradient’,true, …
‘StepTolerance’, 5e-3, …,
"FiniteDifferenceStepSize", 0.1, …,
"FunctionTolerance",0.00001, …
"OptimalityTolerance",2e-6/factor, …
‘MaxFunctionEvaluations’, 10000, …
‘MaxIterations’, 10000, …
‘OutputFcn’, @saveIterations);

Thank you in advance for your help! Hello Matlab community,
I am using fminunc to fit a function to a set of datapoints. The optimizer stops due to small step size however I have noticed the steps it is taking are way too small. I don’t want to set the minimum step size lower than 1e-3 but if I do so it just stops immediately.
The solution I have found is to provide the function with my own calculated gradient and manually multiplying it by 1e6.
Is there an optimizer option that can rescale the step size to gradient ratio in a similar way?
My optimizer options are:
options = optimoptions(‘fminunc’, …
‘Display’, ‘iter’, …
‘Algorithm’, ‘trust-region’, …
‘HessianFcn’,’objective’, …
‘SpecifyObjectiveGradient’,true, …
‘StepTolerance’, 5e-3, …,
"FiniteDifferenceStepSize", 0.1, …,
"FunctionTolerance",0.00001, …
"OptimalityTolerance",2e-6/factor, …
‘MaxFunctionEvaluations’, 10000, …
‘MaxIterations’, 10000, …
‘OutputFcn’, @saveIterations);

Thank you in advance for your help! optimization, fminunc MATLAB Answers — New Questions

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