fminconCSD: fminconCSD_example.m - File Exchange

Code covered by the BSD License

[v1,v2,v3,v4,v5,v6,v7]=fminco... FMINCONCSD A wrap of fmincon to use Complex Step Differentiation (CSD) to calculate gradient.
mycon(x,a2)
myfun0(x,a1)
fminconCSD_example.m
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from fminconCSD by Yi Cao
A wrap of fmincon using complex step differentiation to calculate gradient

fminconCSD_example.m
a1 = 2; a2 = 1.5; options = optimset('LargeScale','off','Display','iter'); x = fminconCSD(@(x)myfun0(x,a1),[1;2],[],[],[],[],[],[],@(x)mycon(x,a2),options);