Calculation of the gradient of a function in BFGS Quasi-Newton Algorithm
조회 수: 1 (최근 30일)
이전 댓글 표시
I have a function
that I want to minimize using the BFGS Quasi-Newton algorithm.
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/303999/image.png)
If
.
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/304003/image.png)
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/304007/image.png)
Also, A is given, B is not given, and C is a function of B only.
If I want to calculate to the gradient of the function (
). Should I calculate it with respect to all variables or with respect to B only?
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/304011/image.png)
댓글 수: 0
채택된 답변
Matt J
2020년 5월 27일
With respect to all the variables that are unknown.
댓글 수: 4
Matt J
2020년 5월 28일
편집: Matt J
2020년 5월 29일
It can be true. Or you can treat B and C as separate unknowns subject to an equality constraint,
C-g(B)=0
where g() is the function relating C to B. But it may make the optimization algorithm slower if it has to deal with additional variables and constraints.
추가 답변 (0개)
참고 항목
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!