Well I am referring to line 390 and 392 in mips.m. Regards, Jubeyer
On Fri, Aug 30, 2019 at 10:58 AM Ray Zimmerman <[email protected]> wrote: > 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 > > >
