minimizeControlCreate#

Purpose#

Creates a minimizeControl structure with default values for use with minimize().

Format#

ctl = minimizeControlCreate()#

Returns:

ctl (struct) –

an instance of a minimizeControl structure with the following default values:

ctl.m	10, number of L-BFGS corrections to store.
ctl.maxIters	1000, maximum number of iterations.
ctl.factr	1e7, function convergence tolerance factor (moderate accuracy).
ctl.pgtol	1e-5, projected gradient tolerance.
ctl.printLevel	0, silent (no output).
ctl.lb	-1e300, lower bound (effectively unbounded below).
ctl.ub	1e300, upper bound (effectively unbounded above).

Examples#

Example 1: Use defaults#

struct minimizeControl ctl;
ctl = minimizeControlCreate();

struct minimizeOut out;
out = minimize(&myfunc, x0, ctl);

Example 2: Modify settings#

struct minimizeControl ctl;
ctl = minimizeControlCreate();

// Set bounds
ctl.lb = 0;          // All parameters >= 0
ctl.ub = 100;        // All parameters <= 100

// High accuracy
ctl.factr = 1e1;

// Print results
ctl.printLevel = 1;

struct minimizeOut out;
out = minimize(&myfunc, x0, ctl);

Remarks#

The factr parameter controls the convergence tolerance for function values. The algorithm terminates when the reduction in the objective function is within factr * machine_epsilon of the previous value.

Common settings for factr:

1e12: Low accuracy, fast convergence
1e7: Moderate accuracy (default), good balance
1e1: High accuracy, more iterations

The pgtol parameter controls the tolerance on the projected gradient. Smaller values require the gradient to be closer to zero at convergence.