Re: algorithm for fminunc

[Jose]

On 01/18/2013 03:48 PM, Jordi Gutiérrez Hermoso wrote:
> On 18 January 2013 07:29, Jose <address@hidden> wrote:
> > I have tried to find what is the algorithm that fminunc uses for
> > minimization, but I could not find a clear reference to it.
>
> What about reading the source code? That is where the algorithm is. It
> seems to be BFGS with dogleg line search.

Yes, I did read through the source code trying to find a reference to 
the algorithm used. The only mention to BFGS was in line 189, in a 
comment that says "Use the damped BFGS formula". After that I reached 
the same conclusion than you: it seems to be BFGS.

But due to the "shyness" of the comment, the fact that Matlab can use 
different algorithms within the same function and that I am not so 
familiar with the method as to understand the code itself, I was asking 
for a confirmation.

IMHO it would be nice to have the algorithm used stated clearly in the 
documentation.

BR
Jose