What Is Optimization Toolbox?

5 Optimization ToolFunction Value CheckWhen selected, Function value check examines the values returned bythe user-supplied objective function, or nonlinear constraint function, andproduces an error if the user-supplied function returns Inf, NaN, orcomplexvalues.Note Function value check does not produce an error for Inf when usedwith fminbnd, fminsearch, orfzero, which handle Inf appropriately.User-Supplied DerivativesSelecting Validate user-supplied derivatives performs an evaluationof the derivatives in the objective and nonlinear constraint functions. Atruntime, a warning message is displayed if the computed and providedderivatives disagree.Jacobian sparsity pattern specifies the sparsity pattern (locations of thenonzeros) of the Jacobian for finite differencing. Given that you provide thissparsity pattern, the solver approximates the Jacobian using sparse finitedifferences. If the structure is unknown, you can set this option to a densematrix (the default value), but note that this can be expensive for largeproblems, so it is best to determine the sparsity structure.Jacobian multiply function specifies the function handle for a multiplyfunction. This function computes Jacobian-matrix products without formingthe Jacobian. Note that this option is only available when the Derivativesfield is set to Jacobian supplied in objective function.Hessian sparsity pattern specifies the sparsity pattern (locations of thenonzeros) of the Hessian for finite differencing. Given that you provide thissparsity pattern, the solver approximates the Hessian using sparse finitedifferences of the gradient. If the structure is unknown, you can set this5-32