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.bounds	`{ -1e300 1e300 }`, 1x2 bounds matrix (effectively unbounded).
ctl.printSummary	0, no final summary.
ctl.printEvery	0, no iteration output.

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: all parameters in [0, 100]
ctl.bounds = { 0 100 };

// High accuracy
ctl.factr = 1e1;

// Print final summary
ctl.printSummary = 1;

// Print progress every 10 iterations
ctl.printEvery = 10;

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.