Optimizing With User Specified Gradients

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Milesb
Milesb am 14 Jun. 2016
Beantwortet: Walter Roberson am 14 Jun. 2016
I am trying to use fmincon/fminunc but provide the analytical gradient. Example code tells me to use options like the following:
options = optimoptions('fmincon','SpecifyObjectiveGradient',true);
When I do so I receive the error: 'SpecifyObjectiveGradient' is not an option for FMINCON.
I use matlab 2015b.
I am looking for the simplest possible self contained example of specifying a gradient for use in optimization.

Antworten (1)

Walter Roberson
Walter Roberson am 14 Jun. 2016
You are looking at the R2016a documentation. If you look at the R2015b documentation you will see GradObj and GradConstr rather than SpecifyObjectiveGradient and SpecifyConstraintGradient

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