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changeset 9199:399884c9d4a1

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import the step adaptation strategy from fsolve to fminunc
author Jaroslav Hajek <highegg@gmail.com>
date Fri, 15 May 2009 07:07:41 +0200
parents 3b9aacf07744
children 72620af9cbaf
files scripts/ChangeLog scripts/optimization/fminunc.m
diffstat 2 files changed, 8 insertions(+), 1 deletions(-) [+]
line wrap: on
line diff
--- a/scripts/ChangeLog	Fri May 15 07:07:40 2009 +0200
+++ b/scripts/ChangeLog	Fri May 15 07:07:41 2009 +0200
@@ -1,3 +1,8 @@
+2009-05-14  Jaroslav Hajek  <highegg@gmail.com>
+
+	* optimization/fminunc.m: Import the step adaptation strategy
+	improvements from fsolve.
+
 2009-05-08  Ben Abbott <bpabbott@mac.com>
 
 	* plot/__gnuplot_has_feature__.m: Add feature "key_has_font_properties".
--- a/scripts/optimization/fminunc.m	Fri May 15 07:07:40 2009 +0200
+++ b/scripts/optimization/fminunc.m	Fri May 15 07:07:41 2009 +0200
@@ -137,6 +137,7 @@
   endif
 
   nsuciter = 0;
+  lastratio = 0;
 
   grad = [];
 
@@ -230,7 +231,7 @@
       endif
 
       ## Update delta.
-      if (ratio < 0.1)
+      if (ratio < min(max(0.1, lastratio), 0.9))
         delta *= 0.5;
         if (delta <= 1e1*macheps*xn)
           ## Trust region became uselessly small.
@@ -238,6 +239,7 @@
           break;
         endif
       else
+        lastratio = ratio;
         if (abs (1-ratio) <= 0.1)
           delta = 2*sn;
         elseif (ratio >= 0.5)