Optimization Toolbox Release Notes

Chapter 1
Optimization Toolbox 2.2 Release Notes

New Features

This section summarizes the new features and enhancements introduced in the Optimization Toolbox 2.2.

If you are upgrading from a release earlier than Release 12.1, then you should also see New Features of the Optimization Toolbox 2.1.1 Release Notes.

New fsolve Default Algorithm

The fsolve function, which is used to solve systems of nonlinear equations, has a new default algorithm for medium-scale systems where the number of equations is equal to the number of variables. The new algorithm uses a trust-region dogleg method that has improved convergence properties over the previous default method. It is based on the algorithm described in [1].

Medium-Scale Is Now the Default Method

In keeping with the new default trust-region dogleg algorithm, fsolve now defaults to the medium-scale method. The default for the 'LargeScale' parameter is changed to 'off'.

To use the large-scale fsolve method, which was the default in Versions 2.0 and 2.1, specify the large-scale method using code similar to

• options = optimset('LargeScale','on');
  xsol = fsolve(myfun,x0,options);
  

New 'NonlEqnAlgorithm' Parameter

A new 'NonlEqnAlgorithm' fsolve parameter enables you to choose the Levenberg-Marquardt or Gauss-Newton algorithm over the trust-region dogleg algorithm. 'NonlEqnAlgorithm' has three options: 'dogleg' (default), 'lm' (Levenburg-Marquart), and 'gn' (Gauss-Newton). Specify the use of an algorithm other than the default with code similar to

• options = optimset('NonlEqnAlgorithm','gn'); 
  xsol = fsolve(myfun,x0,options);
  

See Upgrading from an Earlier Release for more information.

References

[1]  J.J. Moré, B.S. Garbow, and K.E. Hillstrom, "User Guide for MINPACK - 1," Argonne National Laboratory, Rept. ANL-80-74, 1980

Function Summary

Version 2.2 of the Optimization Toolbox provides the following functions with new or changed capabilities.

Optimization Functions with New or Changed Capabilities

Function	Enhancement or Change
fsolve	The trust-region dogleg algorithm is now the default for medium-scale systems of equations where the number of equations is equal to the number of variables. See New fsolve Default Algorithm for more information.
optimset	A new 'NonlEqnAlgorithm' parameter, which applies only to fsolve, enables you to choose the Levenberg-Marquardt or Gauss-Newton algorithm over the new default trust-region dogleg algorithm.

Optimization Toolbox Release Notes

Major Bug Fixes