Mathematics

Converting Your Optimization Code to MATLAB Version 5 Syntax

Most of the function names and calling sequences changed in Version 5 to accommodate new functionality and to clarify the roles of the input and output variables.

This table lists the optimization functions provided by MATLAB and indicates the functions whose names have changed in Version 5.

Old (Version 4) Name	New (Version 5) Name
fmin	fminbnd
fmins	fminsearch
foptions	optimget, optimset
fzero	fzero (name unchanged)
nnls	lsqnonneg

This section:

• Tells you how to override default parameter settings with the new optimset and optimget functions.
• Explains the reasons for the new calling sequences and explains how to convert your code.

In addition to the information in this section, consult the individual function reference pages for information about the new functions and about the arguments they take.

Using optimset and optimget

The optimset function replaces foptions for overriding default parameter settings. optimset creates an options structure that contains parameters used in the optimization routines. If, on the first call to an optimization routine, the options structure is not provided, or is empty, a set of default parameters is generated. See the optimset reference page for details.

New Calling Sequences

Version 5 of MATLAB makes these changes in the calling sequences:

• Each function takes an options structure to adjust parameters to the optimization functions (see optimset, optimget).
• The new default output gives information if the function does not converge. (the Version 4 default was no output, Version 5 used 'final' as the default, the new default is options.display = 'notify').
• Each function returns an exitflag that describes the termination state.
• Each function now has an output structure that contains information about the problem solution relevant to that function.

The sections below describe how to convert from the old function names and calling sequences to the new ones. The calls shown are the most general cases, involving all possible input and output arguments. Note that many of these arguments are optional. See the function reference pages for more information.

Converting from fmin to fminbnd.   In Version 4, you used this call to fmin.

• [X,OPTIONS] = fmin('FUN',x1,x2,OPTIONS,P1,P2,...);
  

In Version 5, you call fminbnd like this.

• [X,FVAL,EXITFLAG,OUTPUT] = fminbnd(@FUN,x1,x2,...
                                     OPTIONS,P1,P2,...);
  

Converting from fmins to fminsearch.   In Version 4, you used this call to fmins.

• [X,OPTIONS] = fmins('FUN',x0,OPTIONS,[],P1,P2,...);
  

In Version 5, you call fminsearch like this.

• [X,FVAL,EXITFLAG,OUTPUT] = fminsearch(@FUN,x0,...
                                        OPTIONS,P1,P2,...);
  

Converting to the new form of fzero.   In Version 4, you used this call to fzero.

• X = fzero('F',X,TOL,TRACE,P1,P2,...);
  

In Version 5, replace the TRACE and TOL arguments with

• if TRACE == 0,
     val = 'none';
  elseif TRACE == 1
     val = 'iter';
  end
  OPTIONS = optimset('Display',val,'TolX',TOL);
  

Now call fzero like this.

• [X,FVAL,EXITFLAG,OUTPUT] = fzero(@F,X,OPTIONS,P1,P2,...);
  

Converting from nnls to lsqnonneg.   In Version 4, you used this call to nnls.

• [X,LAMBDA] = nnls(A,b,tol);
  

In Version 5, replace the tol argument with

• OPTIONS = optimset('Display','none','TolX',tol);
  

Now call lsqnonneg like this.

• [X,RESNORM,RESIDUAL,EXITFLAG,OUTPUT,LAMBDA] = 
     lsqnonneg(A,b,X0,OPTIONS);
  

Troubleshooting

Numerical Integration (Quadrature)