Nummerical derivative or gradient

Dear all, I have question and i try to ask in good way.

I want to link Matlab and fem software for nummerical optimization.

I have speecific value for each of my point, assuming i have beam and i can find deflection of point x through Fem software.

When i want to optimize it with numerical algorithms, i need derivatie and second derivative of that point, i dont know how to compute it.

If i want to use derivate by difination or Taylor expansion i should define neighberhood, choosing neighberhood need much consideration.

As i understand there should be a way that fmincon use, i want to find magic behind this.

Answer 1

[Alan Weiss]

fmincon estimates derivatives automatically by taking finite differences. Your FEM is like a simulation, so be sure to follow the suggestions for finite differences.

Good luck,

Alan Weiss

MATLAB mathematical toolbox documentation