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diff scripts/optimization/fminunc.m @ 9199:399884c9d4a1

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import the step adaptation strategy from fsolve to fminunc
author Jaroslav Hajek <highegg@gmail.com>
date Fri, 15 May 2009 07:07:41 +0200
parents b7210faa3ed0
children 25f50d2d76b3
line wrap: on
line diff
--- a/scripts/optimization/fminunc.m
+++ b/scripts/optimization/fminunc.m
@@ -137,6 +137,7 @@
   endif
 
   nsuciter = 0;
+  lastratio = 0;
 
   grad = [];
 
@@ -230,7 +231,7 @@
       endif
 
       ## Update delta.
-      if (ratio < 0.1)
+      if (ratio < min(max(0.1, lastratio), 0.9))
         delta *= 0.5;
         if (delta <= 1e1*macheps*xn)
           ## Trust region became uselessly small.
@@ -238,6 +239,7 @@
           break;
         endif
       else
+        lastratio = ratio;
         if (abs (1-ratio) <= 0.1)
           delta = 2*sn;
         elseif (ratio >= 0.5)