Error using optimset (line 214) Unrecognized parameter name 'NonlEqnAlgorithm'.

Hi,

I have the following piece of Matlab 2008a code:

fcn = @(x)objfcn(x, Recovery, DiscountFactors, Tenors) - Spreads; % start with PDs equal to 50% RNPD = fsolve(fcn, 0.5 .* ones(1, length(Tenors)), optimset('Display', 'off', 'NonlEqnAlgorithm', 'lm'));

I am trying to run this in Matlab 2014a, but I get the following error:

Error using optimset (line 214) Unrecognized parameter name 'NonlEqnAlgorithm'.

Could you please help me resolve this error as I am new to Matlab?

Answer 1

[Alan Weiss]

Remove the 'NonlEqnAlgorithm' argument, as it makes no sense:

 fsolve(fcn, 0.5 .* ones(1, length(Tenors)), optimset('Display', 'off'));

Alan Weiss

MATLAB mathematical toolbox documentation