fminconCSD
by Yi Cao
02 Jan 2008
(Updated 02 Jan 2008)
A wrap of fmincon using complex step differentiation to calculate gradient
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| File Information |
| Description |
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. |
| Required Products |
Optimization Toolbox
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| MATLAB release |
MATLAB 7.5 (R2007b)
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| Comments and Ratings (1) |
| 05 Apr 2009 |
V. Poor
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