Re: OptimOptions not implemented in Octave Error

[Przemek Klosowski]

On 10/24/19 5:07 PM, Farzad Torabi wrote:

Let's make the question simple, are all the facilities of MATLAB , in case the Solver fails , feasible or any alternative in Octave available ?

https://www.mathworks.com/help/optim/ug/when-the-solver-fails.html#br77x8v   

OK, and the simple answer is that there are facilities of Matlab solvers that are not available in Octave.

I suppose this is not a very satisfying answer, though. In your original message you mentioned specific settings you use (MaxIter, iter.funevals). In the current optimset() there are the following optimization options:

AutoScaling
  ComplexEqn
  Display
  FinDiffType
  FunValCheck
  GradObj
  Jacobian
  MaxFunEvals
  MaxIter
  OutputFcn
  TolFun
  TolX
  TypicalX
  Updating

You need to look at your code and decide which ones are essential. Maybe a productive approach would be for you to define a compatiblity function optimoptions() that would drop parameters non-existent in Octave, and pass on the implemented ones like MaxIter. If your code still works and returns results, you're golden. If not, please report here and maybe someone will be able to come up with a workaround.