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.
Yi Cao (2023). fminconCSD (https://www.mathworks.com/matlabcentral/fileexchange/18175-fminconcsd), MATLAB Central File Exchange. Retrieved .
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