According to Matlab fmincon documentation, the 'trust-region-reflective' algorithm needs to specify the objective gradient.
I read the algorithm explanation but yet, I cannot understand the reason for that.
1- Why does it need gradient as input?
2- Does the objective function have to be analytical? since my objective function, is function handle that calculates some matrix as output
Thanks for your help in advance
I read the algorithm explanation but yet, I cannot understand the reason for that.
1- Why does it need gradient as input?
2- Does the objective function have to be analytical? since my objective function, is function handle that calculates some matrix as output
Thanks for your help in advance
