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changeset 9628:73e6ad869f08

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further correct initial TR step strategy
author Jaroslav Hajek <highegg@gmail.com>
date Tue, 08 Sep 2009 14:27:35 +0200
parents 5bcfa0b346e8
children e1345a9002e8
files scripts/ChangeLog scripts/optimization/fminunc.m scripts/optimization/fsolve.m
diffstat 3 files changed, 7 insertions(+), 2 deletions(-) [+]
line wrap: on
line diff
--- a/scripts/ChangeLog	Tue Sep 08 13:39:39 2009 +0200
+++ b/scripts/ChangeLog	Tue Sep 08 14:27:35 2009 +0200
@@ -1,3 +1,8 @@
+2009-09-06  Jaroslav Hajek  <highegg@gmail.com>
+
+	* optimization/fsolve.m: Change initial TR step strategy.
+	* optimization/fminunc.m: Change initial TR step strategy.
+
 2009-09-08  Jaroslav Hajek  <highegg@gmail.com>
 
 	* optimization/fminunc.m: Correct extra output params handling.
--- a/scripts/optimization/fminunc.m	Tue Sep 08 13:39:39 2009 +0200
+++ b/scripts/optimization/fminunc.m	Tue Sep 08 14:27:35 2009 +0200
@@ -189,7 +189,7 @@
       dg = d2f;
       xn = norm (dg .* x);
       ## FIXME: something better?
-      delta = max (factor * xn, 1);
+      delta = factor * max (xn, 1);
     endif
 
     ## FIXME: maybe fixed lower and upper bounds?
--- a/scripts/optimization/fsolve.m	Tue Sep 08 13:39:39 2009 +0200
+++ b/scripts/optimization/fsolve.m	Tue Sep 08 14:27:35 2009 +0200
@@ -234,7 +234,7 @@
       dg(dg == 0) = 1;
       xn = norm (dg .* x);
       ## FIXME: something better?
-      delta = max (factor * xn, 1);
+      delta = factor * max (xn, 1);
     endif
 
     ## Rescale adaptively.