Optimizing With User Specified Gradients

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Milesb
Milesb 2016-6-14
回答： Walter Roberson 2016-6-14
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.

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回答（1 个）

Walter Roberson
Walter Roberson 2016-6-14
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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