What Is Optimization Toolbox?

lsqlinJacobMultFunction handle for Jacobian multiply function.For large-scale structured problems, this functioncomputes the Jacobian matrix product J*Y, J'*Y,or J'*(J*Y) without actually forming J. Thefunction is of the formW = jmfun(Jinfo,Y,flag,p1,p2,...)where Jinfo and the additional parametersp1,p2,... contain the matrices used to computeJ*Y (or J'*Y, or J'*(J*Y)). The first argumentJinfo must be the same as the second argumentreturned by the objective function fun, for exampleby[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. Theoptional parameters p1, p2, ... can be anyadditional parameters needed by jmfun. See“Avoiding Global Variables via Anonymous andNested Functions” on page 2-20 for informationon how to supply values for these parameters.Note 'Jacobian' must be set to 'on' for Jinfo tobe passed from fun to jmfun.8-160MaxPCGIterSee “Nonlinear Minimization with a Dense butStructured Hessian and Equality Constraints” onpage 2-61 for a similar example.Maximum number of PCG (preconditionedconjugate gradient) iterations (see “Algorithm” onpage 8-163).