What Is Optimization Toolbox?

5 Optimization ToolFor the medium-scale algorithm with the fminunc solver, you can set theInitial quasi-Newton Hessian matrix to a Scaled identity matrix, theIdentity matrix, or you can supply your own.Thegraphicaboveshowstheapproximatedderivativeoptionsavailableforthe fmincon default solver.Algorithm SettingsOptions within the Subproblem method include:• Select Cholesky factorization to use a direct linear solver.• To use preconditioned conjugate gradient, select the Preconditioned CGbutton and enter a positive scalar in the Preconditioner bandwidth. Thedefault value is 0, meaning there is only one diagonal in the preconditioner.Set Typical X values to specify the typical magnitude of the variables.Specify Hessian update to select the method for choosing the Quasi-Newtonupdate in the medium-scale algorithm for the fminunc solver. The choices arebfgs, dfp, orsteepest decent. See “Hessian Update” on page 3-11 for adescription of these methods.5-34