DiffMinChange Option in FMINCON (R2019a)

I am trying to minimize a certain function, where the finite difference gradients have to be computed with rather large step sizes. Therefore, I tried to set the option DiffMinChange to 50. However, it seems the algorithm does not take this into account since I see when debugging that the differences are still computed based on the standard 1e-6 step.

Are there new options which overrule my specific options? Any suggestions?

Thanks, Harald

[Steven Lord]

Did you pass the options that you created using optimoptions into fmincon? Using optimoptions does not "change the options globally" or anything like that, but I know users have thought it behaved that way in the past.

Answer 1

[Harsha Priya Daggubati]

Hi,

As mentioned, you have to use 'optimoptions' to change DiffMinChange of fmincon. But, DiffMinChange is one of the Hidden Options, so it can be viewed only by '.' referencing.

Refer the following links for more details:

https://www.mathworks.com/help/optim/ug/view-options.html