fminconCSD

Versione 1.0.0.0 (2,25 KB) da Yi Cao
A wrap of fmincon using complex step differentiation to calculate gradient
3.0
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2,2K download
Aggiornato 2 gen 2008

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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.

Cita come

Yi Cao (2024). fminconCSD (https://www.mathworks.com/matlabcentral/fileexchange/18175-fminconcsd), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2007b
Compatibile con qualsiasi release
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Versione Pubblicato Note della release
1.0.0.0