What Is Optimization Toolbox?

lsqnonlinJacobMultFunction 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, orJ'*(J*Y)). The first argumentJinfo must be the same as the second argumentreturned by the objective function fun, forexample by[F,Jinfo] = fun(x)Y is a matrix that has the same number of rowsastherearedimensionsintheproblem. 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.lsqnonlin uses Jinfo to compute thepreconditioner. The optional parameters p1,p2, ... can be any additional parametersneeded by jmfun. See “Avoiding GlobalVariables via Anonymous and NestedFunctions” on page 2-20 for information onhow to supply values for these parameters.Note 'Jacobian' must be set to 'on' for Jinfoto be passed from fun to jmfun.JacobPatternSee “Nonlinear Minimization with a Dense butStructured Hessian and Equality Constraints” onpage2-61forasimilarexample.Sparsity pattern of the Jacobian for finitedifferencing. If it is not convenient to computethe Jacobian matrix J in fun, lsqnonlin can8-173