How to minimize multivariate function in Matlab by using derivatives?

Question

So far, for minimizing single variable functions I used fminunc, but now I need to work with multivariate functions.

Thank you

No, multivariable. I need to minimize a function for two variables. That is argmin. — user2381422
– user2381422, Commented Aug 19, 2013 at 18:26
fminunc should work then as long as your function returns a scalar. — Jacob
– Jacob, Commented Aug 19, 2013 at 18:26

Jacob · Accepted Answer · 2013-08-19 18:28:01Z

3

Use fminunc. If you want to use the gradient, just return it as the 2nd output of your objective function. You'll also need to indicate in an options object that you are passing the gradient.

options = optimoptions('fminunc','GradObj','on');

I believe the documentation has info on passing the Hessian (if one exists).

answered Aug 19, 2013 at 18:28

Jacob

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3 Comments

user2381422 Over a year ago

By the way, is there a book I can study on the various optimization stuff available in Matlab?

Jacob Over a year ago

Sorry, I just go by the documentation on the Optimization toolbox!

user327301 Over a year ago

There is a book "Applied Optimization with MATLAB Programming". I found it with a quick Google search. I would still go with the official documentation.

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