Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » Software » comp.soft-sys.matlab

Topic: adding numerical gradient to fminunc
Replies: 3   Last Post: Jan 7, 2013 9:24 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Alan Weiss

Posts: 1,259
Registered: 11/27/08
Re: adding numerical gradient to fminunc
Posted: Jan 7, 2013 7:57 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

On 1/6/2013 11:33 AM, Olya wrote:
> Hi,
>
> I am using fminunc to optimize very complicated function. It is
> impossible to provide analytical gradient, and without any gradient
> fminunc doesn't converge to the minimum.
>
> So, the idea is to "help" Matlab in calculation of numerical gradient.
>
> Has anyone done this before?
>
> Additional question:
>
> How can I learn, how fminunc calculates step size for each iteration?
> Is it possible to calculate step size BEFORE I know the gradient?
>
> Thanks,
>
> Olya


Perhaps you are optimizing a simulation. For suggestions, see
http://www.mathworks.com/help/optim/ug/optimizing-a-simulation-or-ordinary-differential-equation.html

To read about the fminunc algorithms, see
http://www.mathworks.com/help/optim/ug/unconstrained-nonlinear-optimization-algorithms.html

Alan Weiss
MATLAB mathematical toolbox documentation



Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.