mathematical optimization - How to minimize multivariate function in Matlab by using derivatives? -
how minimize multivariate function in matlab using derivatives?
so far, minimizing single variable functions used fminunc, need work multivariate functions.
thank you
use fminunc
. if want use gradient, return 2nd output of objective function. you'll need indicate in options
object passing gradient.
options = optimoptions('fminunc','gradobj','on');
i believe documentation has info on passing hessian (if 1 exists).
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