MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Uživatelský manuál stáhnout pdf (Strana 60)

R2008b

14-4

0. Forward finite differences are typically calculated with a step size proportional to

sqrt(eps), which is about 1.5*10

–8

. When a component of x was 0, the step size would

instead be proportional to DiffMinChange, which has a default value of 10

–8

. There is

now no difference in step size when x is 0.

Compatibility Considerations

Nonlinear solvers can run slightly differently whenever an iteration causes a component

of x to be zero, and gradients are estimated by forward finite differences.

DerivativeCheck Tolerance Changed

The DerivativeCheck option enables you to ascertain whether the derivative (gradient)

functions that you supply for objective or constraint functions give approximately the

same values as those estimated by a solver using finite differences. The meaning of

“approximately” has changed. Now it means the relative error of each component of the

gradient is less than 10

–6

, unless the size of an analytically given component is smaller

than 1, in which case it means the absolute difference is less than 10

–6

. Previously, the

gradients were considered approximately equal if the maximum absolute error in any

component of the gradient was less than (10

–6

* norm of analytic gradient) + 10

–5

Compatibility Considerations

Some problems will now report violations of the DerivativeCheck condition, when

previously they would not.

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MATLAB OPTIMIZATION TOOLBOX - RELEASE NOTES Uživatelský manuál Strana 60