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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