MATLAB: How does “fminunc” try new point

algorithmfminuncnew pointOptimization Toolbox

I want to minimize "residual sum of squares" by "fminunc". Solver returns local minimum found message. But, During iterative calculation, Solver returns "User objective function returned NaN; trying a new point…". Algorithm of "fminunc" is quasi-newton, so I understand that Solver does not necessarily converge to "local minimum point". I want to know "How does this solver try new point ? ".

Best Answer

I believe that, when a solver takes a step and encounters NaN, it then tries a step in the same direction but half the length. If that fails again, then the same direction but halved again. After a few tries it will give up, but I don't know how many tries it takes.
Alan Weiss
MATLAB mathematical toolbox documentation
Related Question