MATLAB >> exitflag and lsqlin function ???

by nicolas.laporte » Wed, 15 Sep 2004 01:28:09 GMT

Hello,
I receive a strange result when I try to use the lsqlin function:
"Optimization terminated: relative function value changing by less
than sqrt(OPTIONS.TolFun), and rate of progress is slow."
I played around with the 'TolFun' but always end up receiving the same
exitflag.
Does it mean the regression is not valid ?
How could I change it and make it work ?
Many thanks,
Best

Nick


Similar Threads

1. lsqlin & exitflag issue... "rate of progress is slow" - MATLAB

2. lsqlin & exitflag issue... rate of progress is slow

Peter,
Thanks a lot,
Best
Nick

On Thu, 16 Sep 2004 14:14:40 +0000 (UTC), Peter Spellucci wrote:
>
>In article <gqthrnb8du8v@legacy>,
>  XXXX@XXXXX.COM  (Nick) writes:
> >Hello,
> >I receive a strange result when I try to use the lsqlin function:
> >"Optimization terminated: relative function value changing by less
> > than sqrt(OPTIONS.TolFun), and rate of progress is slow."
> >I played around with the 'TolFun' but always end up receiving the
same
> >exitflag.
> >Does it mean the regression is not valid ?
> >How could I change it and make it work ?
> >Many thanks,
> >Best
> >
> >Nick
> >
>this can have two reasons:
>your quadratic function is not uniformly convex of the Hessian
extremely
>illconditioned. then in minimizing in a terribly flat valley the code
>does not have progress. hence test cond(C).
>next , there may be redundant active constraints and a cycling caused
by that.
>check the output point for the active constraints and test rank of
the 
>matrix of gradients (including active bounds). 
>if you detect rank deficiency, try to delete the redundant
constraints
>(this is not so easy, there exists software for that, but not in the
toolbox)
>hth
>peter

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