MATLAB: How to use TolFun to stop iteration when resnorm less than it

Question

Hi,

I am using lsqcurvefit to do parameter estimation. I do not need to have a very small resnorm at the end. So if the resnorm is already less than my tolerance, it is more than enough for me.

So, e.g., I set TolFun to 1e-2:

optionsLSQ = optimset('Display','Iter','TolFun',1e-2);

[ki,resnorm] = lsqcurvefit(@funObj,ki,tdata,xdata,lb,[],optionsLSQ);

And this is what I get:

                                         Norm of      First-order 
 Iteration  Func-count     f(x)          step          optimality   CG-iterations
     0          3        0.113218                         0.311
     1          6      0.00709841       0.237501         0.0365            0
     2          9      0.00463864      0.0462264        0.00193            0
Optimization terminated: first-order optimality less than OPTIONS.TolFun,
 and no negative/zero curvature detected in trust region model.

As you can see, at iteration 1, f(x)<0.01, and yet the iteration does not stop. What should I do to make it stop right after f(x)<TolFun?

Thank you in advance.

Answer 1

Have a look at Tolerances and Stopping Criteria in the documentation.

HTH,

Arnaud