Calculation of the gradient of a function in BFGS Quasi-Newton Algorithm
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I have a function
that I want to minimize using the BFGS Quasi-Newton algorithm.
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/303999/image.png)
If
.
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/304003/image.png)
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/304007/image.png)
Also, A is given, B is not given, and C is a function of B only.
If I want to calculate to the gradient of the function (
). Should I calculate it with respect to all variables or with respect to B only?
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/304011/image.png)
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採用された回答
Matt J
2020 年 5 月 27 日
With respect to all the variables that are unknown.
4 件のコメント
Matt J
2020 年 5 月 28 日
編集済み: Matt J
2020 年 5 月 29 日
It can be true. Or you can treat B and C as separate unknowns subject to an equality constraint,
C-g(B)=0
where g() is the function relating C to B. But it may make the optimization algorithm slower if it has to deal with additional variables and constraints.
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