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Januj

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17 Dec 2010 Adaptive Robust Numerical Differentiation Numerical derivative of an analytically supplied function, also gradient, Jacobian & Hessian Author: John D'Errico

Hi Errico,

In another post, you stated that matlab does not compute the Hessian very well. Is this why the Hessian may not get updated in fmincon? Secondly, would providing a user-suppled Hessian (through the DERIVEST routine, for e.g.) be able to improve the ability of fmincon to update the Hessian in all cases? Thanks!

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