MATLAB: Warning about optimset and using optimoptions

MATLABoptimoptionsoptimset

Hi, I use the fminunc function and the optimset as

options = optimset('GradObj','on','MaxFunEvals',1000,'MaxIter',1000,'Display','iter','TolFun',1e-100,'TolX',1e-100,'Algorithm','quasi-newton');
[B_hat_so,fval,exitflag,output,GradObj,hessian] = fminunc(@(B_true)exerciseeightpartonefunction(y,X,Z,B_true,W_hat,N_obs,N_par_X),B_ig,options);

I receive the following warning

Warning: Your current settings will run a different algorithm ('quasi-newton') in a future release. Either use optimoptions to set options (recommended), or set option Algorithm to 'trust-region' using optimset. 
> In throwFminuncGradObjandLargeScaleWarning (line 18) In fminunc (line 170)

What is it that I can do to get rid of this warning? How should I change my code above? Thanks.

Best Answer

Your best option is in the error message:

set option Algorithm to 'trust-region' using optimset.

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MATLAB: Defining a stopping criterion for fmincon

Hi,

Yes, you can use optimset. You can directly use fmincon istead of createOptimProblem(but both work the same).

Hope this helps!

MATLAB: Hybrid Scheme in the Genetic Algorithm.

First one:

Undefined function or variable 'dejong2fcn'.

Second one: you have not properly passed the solver names in.

fminuncOptions = optimoptions(@fminunc,'Display','iter','Algorithm','quasi-newton');
options = optimoptions(@ga,'HybridFcn',{@fminunc, fminuncOptions});
options = optimoptions(options,'PlotFcns',{@gaplotbestf,@gaplotstopping});

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