What Is Optimization Toolbox?

quadprogHessMultFunction handle for Hessian multiplyfunction. For large-scale structured problems,this function computes the Hessian matrixproduct H*Y without actually forming H. Thefunction is of the formW = hmfun(Hinfo,Y)MaxPCGIterPrecondBandWidthTolFunwhere Hinfo and possibly some additionalparameters contain the matrices used tocompute H*Y.See “Quadratic Minimization with a Densebut Structured Hessian” on page 2-67 for anexample that uses this option.Maximum number of PCG (preconditionedconjugate gradient) iterations. See“Algorithm” on page 8-200 for moreinformation.Upper bandwidth of preconditioner for PCG.By default, diagonal preconditioning is used(upper bandwidth of 0). For some problems,increasing the bandwidth reduces the numberof PCG iterations. Setting PrecondBandWidthto 'Inf' uses a direct factorization (Cholesky)rather than the conjugate gradients (CG). Thedirect factorization is computationally moreexpensive than CG, but produces a betterquality step towards the solution.Termination tolerance on the function value.TolFun is used as the exit criterion forproblems with simple lower and upper bounds(lb, ub).8-196