MATLAB: Can I provide fmincon with only some of the gradients

fmincongradientsoptimization

For example, can I provide fmincon with the gradients of one constraint, while allowing it to use finite-differences to find the gradients of another constraint?

Best Answer

The answer is no, fmincon either uses finite differences to approximate all derivatives, or it uses a supplied gradient evaluation function. It cannot mix the two forms of gradient calculation.
Alan Weiss
MATLAB mathematical toolbox documentation
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