DerivativeCheck of supplied Gradient

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boureghda mohammed
回答： Torsten 2017-1-6
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.

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回答（1 个）

Torsten
Torsten 2017-1-6
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.

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