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[?] Use of Gradient in FindMinimum?

I use FindMinimum using objective and gradient functions that take a matrix and vector as inputs, as in

FindMinimum[f[mat, vec], {{mat, matstart}, {vec, vecstart}}, Gradient :> g[mat, vec}], Method -> "QuasiNewton"]

The arguments to f[mat,vec] and g[mat,vec] are a matrix (mat) and a vector (vec). FindMinimum wants the Gradient function g to return a vector, which makes sense. Question is in which order should the derivatives be specified? The most logical option appears to be that corresponding to Flatten[{mat,vec}]... but I'm not having much luck with that.

Thanks for any help.

-Eric

POSTED BY: Eric Michielssen
2 Replies
POSTED BY: Eric Michielssen
Posted 8 years ago
POSTED BY: Brad Chalfan
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