DerivativeCheck of supplied Gradient
1 Ansicht (letzte 30 Tage)
Ältere Kommentare anzeigen
In matlab help, section When the Solver Fails > Provide Gradient or Jacobian there is the following script :
( A solver can reach a point x such that x is feasible, but finite differences around x always lead to an infeasible point. In this case, a solver can fail or halt prematurely. Providing a gradient allows a solver to proceed).
If a solver using finite differences to calculate the Gradient can fail, why when we check the validity of supplied Gradient with "DerivativeCheck" we compare it with the results of finite-differencing.
0 Kommentare
Antworten (1)
Torsten
am 6 Jan. 2017
DerivativeCheck should only be used once before the main calculation starts. This check can be done in interior points where finite-differencing does not fail.
Best wishes
Torsten.
0 Kommentare
Siehe auch
Kategorien
Mehr zu Get Started with Optimization Toolbox finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!