matlaboptimizationnonlinear-optimizationfminsearch

Can I get Jacobian from fminsearch

I wonder if there is an easy way to get Jacobian out from fminsearch in Matlab ? like in [OptimizedParamters,residualsNorm,residual,exitflag,output,lambda,jacobian] = lsqnonlin(@function, intialparamtersguess,lb,ub,options);

I've tried options = optimset('MaxFunEvals',100,'Jacobian','on'); [x,fval,exitflag,output] = fminsearch(fun,x0,options)

but there is no Jacobin in the output

any ideas please

Solution

  • fminsearch performs gradient free optimization, i.e. this function never computes a Jacobian. Thus, it cannot return it.

    To get a Jacobian you could try numerical or symbolic differentiation.