MATLAB: Levenberg-Marquardt not an option for LSQNONLIN

lsqnonlin; optimization;step size;levenberg-marquardt;

hi, I am trying to find the optimum parameters to fit a data to another.Since I have many input parameters, and when using the trust-region-reflective (default) algorithm in LSQNONLIN, the warning told me to use Levenberg-Marquardt because there must be as many equations as variables. When I am setting up the "options", my code is %%%%options=optimoptions('lsqnonlin','Levenberg-Marquardt',.005); and the error message is that "Levenberg-Marquardt" is not an option for LSQNONLIN. Then I tried %%%options={'levenberg-marquardt',1e-2,'Jacobian'}; there was no error message, but there was a warning "Warning: Struct field assignment overwrites a value with class "cell". See MATLAB R14SP2 Release Notes, Assigning Nonstructure Variables As Structures Displays Warning, for details.". And it used trust-region-reflective algorithm again. The output of lsqnonlin didn't give me a global min, it stopped after several iterations as the step size is less than the tolerance. I don't think it used the levenberg-marquardt. What was wrong? Thank you!

Best Answer

What you should do depends on your MATLAB version. For R2014b or later, use the InitDamping option to pass Levenberg-Marquardt parameters. As the R2014b Release Notes describe, you set:
 options = optimoptions(@lsqnonlin,'Algorithm','levenberg-marquardt','InitDamping',0.1);
But for earlier releases, use optimset instead of optimoptions:
 options = optimset('Algorithm',{'levenberg-marquardt',0.1});
This works for R2008b and later.
Alan Weiss
MATLAB mathematical toolbox documentation
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