MATLAB: Is there any function in the Optimization Toolbox that performs the generalized reduced gradient (GRG) method

constrainedfmincongeneralizedgradientgrgnonlinearoptimizationOptimization Toolboxreduced

I am looking for a function that uses the GRG method to solve a nonlinear optimization problem.

Best Answer

There is no function that uses the generalized reduced gradient method. The Optimization Toolbox provides the FMINCON function for solving constrained nonlinear optimization problems. For more information about the use of this function, enter the command:
doc fmincon