Is there a way to specify objective and constraint gradients when doing nonlinear optimization in the problem-based framework?

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In the solver-based framework, user-applied gradients are specified as additional output arguments from the objective and constraint functions. However, in the problem-based framwork, the objective and constraints are specified as symbolic expressions, not function handles. So, the concept of additional outputs does not seem applicable. Is there a way to to supply analytical gradients and Hessians in problem-based implementations?

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Alan Weiss
Alan Weiss 2022 年 8 月 9 日
The problem-based approach calculates and uses gradients automatically for supported functions. However, to include gradients of unsupported functions or to include a Hessian, see Supply Derivatives in Problem-Based Workflow.
Alan Weiss
MATLAB mathematical toolbox documentation
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Alan Weiss
Alan Weiss 2022 年 8 月 9 日
You understand correctly, Matt.
Alan Weiss
MATLAB mathematical toolbox documentation

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