fminconCSD

Version 1.0.0.0 (2.25 KB) by Yi Cao
A wrap of fmincon using complex step differentiation to calculate gradient
3.0
(2)
2.2K Downloads
Updated 2 Jan 2008

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Complex step differentiation (CSD) is a superior numerical differentiation approach. Normally, it is more efficient and accurate than finite difference appraoch. This package provides a way to improve the MATLAB fmincon function using the CSD.

Cite As

Yi Cao (2024). fminconCSD (https://www.mathworks.com/matlabcentral/fileexchange/18175-fminconcsd), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2007b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0