Optimization Toolbox

Gradient Check: Analytic Versus Numeric

When analytically determined gradients are provided, you can compare the supplied gradients with a set calculated by finite-difference evaluation. This is particularly useful for detecting mistakes in either the objective function or the gradient function formulation.

If you want such gradient checks, set the DerivativeCheck parameter to 'on' using optimset:

• options = optimset(options,'DerivativeCheck','on');
  

The first cycle of the optimization checks the analytically determined gradients (of the objective function and, if they exist, the nonlinear constraints). If they do not match the finite-differencing gradients within a given tolerance, a warning message indicates the discrepancy and gives the option to abort the optimization or to continue.

Constrained Example with Gradients

Equality Constrained Example