What Is Optimization Toolbox?

Specifying the Optionsoption to a dense matrix (the default value). Note that this can be expensivefor large problems, so it is best to determine the sparsity structure.Hessian multiply function specifies the function handle for a multiplyfunction. This function computes Hessian-matrix products without formingthe Hessian, but note that this option is only available when the Derivativesfield is set to Gradient and Hessian supplied in objective function.The graphic above shows the user-supplied derivative options available forthe fmincon default solver.Approximated DerivativesWhen finite differences are used to approximate the derivatives, you canadjust the following options:• Minimum perturbation for specifying the minimum change in variablesfor finite differencing derivative approximations.• Maximum perturbation for specifying the maximum change in variablesfor finite differencing derivative approximations.5-33