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

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Alan Weiss

Posts: 1,321
Registered: 11/27/08
Re: adding numerical gradient to fminunc
Posted: Jan 7, 2013 7:57 AM
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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

To read about the fminunc algorithms, see

Alan Weiss
MATLAB mathematical toolbox documentation

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