What Is Optimization Toolbox?

fsolveJacobMultFunction handle for Jacobian multiply function.For large-scale structured problems, thisfunction computes the Jacobian matrix productJ*Y, J'*Y, orJ'*(J*Y) without actually formingJ. The function is of the formW = jmfun(Jinfo,Y,flag,p1,p2,...)where Jinfo and the additional parametersp1,p2,... contain the matrices used tocompute J*Y (or J'*Y, or J'*(J*Y)). The firstargument Jinfo must be the same as the secondargument returned by the objectivefunctionfun, for example by[F,Jinfo] = fun(x)Y is a matrix that has the same number of rowsas there are dimensions in the problem. flagdetermines which product to compute:• If flag == 0 then W = J'*(J*Y).• If flag > 0 then W = J*Y.• If flag < 0 then W = J'*Y.In each case, J is not formed explicitly. fsolveuses Jinfo to compute the preconditioner.The optional parameters p1, p2, ... canbe any additional parameters needed byjmfun. See “Avoiding Global Variables viaAnonymous and Nested Functions” on page2-20 for information on how to supply valuesfor these parameters.Note 'Jacobian' must be set to 'on' for Jinfoto be passed from fun to jmfun.8-114See “Nonlinear Minimization with a Dense butStructured Hessian and Equality Constraints”onpage2-61forasimilarexample.