The mips() function requires that you pass in function handles for functions that evaluate the objective and it’s gradient (f_fcn), and the constraints and their gradients (gh_fcn) or Jacobian, and Hessian (hess_fcn). So, mips itself does not compute these quantities (e.g. via finite differences), but it uses the functions it is provided.
Regarding the transpose matrices, I’m not sure where you are referring to (maybe provide a specific file and line number), but MIPS was designed to be as compatible as possible with the way derivative and Hessian functions were defined for fmincon (part of MATLAB’s Optimization Toolbox) and I believe that required a transpose somewhere. Best, Ray > On Aug 29, 2019, at 4:55 PM, Jubeyer Rahman <[email protected]> wrote: > > Hi, > Is there any Jacobian calculation taking place in mips.m? If not, what > function can I use to calculate the Jacobian matrix inside the mips where Lxx > is calculated (hessian)? > > Another question is, while taking the derivative to produce Lx from L ; why > the transpose matrices become regular, say for example, lam' becomes lam, > etc.? > > -Jubeyer >
