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查看完整版本 : Optimization Using Symbolic Derivatives


labfans
2019-10-31, 18:04
Most Optimization Toolbox™ solvers run faster and more accurately when your objective and constraint function files include derivative calculations. Some solvers also benefit from second derivatives, or Hessians. While calculating a derivative is straightforward, it is also quite tedious and error-prone. Calculating second derivatives is even more tedious and fraught with opportunities for error. How can you get your solver to run faster and more accurately without the pain of computing derivatives manually?

2010-03-08 07:00 AM


更多... ( http://www.mathworks.com/company/newsletters/digest/2010/mar/using-symbolic-gradients-for-optimization.html )