MATLAB 2014b fminunc provide gradient

Question

How can I provide the gradient of the function when using the unconstrained minimization solver fminunc as the following options provided in the online documentation of the solver options = optimoptions('fminunc','Algorithm','trustregion','SpecifyObjectiveGradient',true); is not available in MATLAB 2014b.

Answer 1

You can use GradObj option. For example, say we have the function x1^2+x2^4:

function  [f,g]= goal(x)
    f= x(1)^2+x(2)^4;   % function
    if nargout>1    % gradient
        g= [2*x(1);4*x(2)^3];
    end
end

We need to set GradObj option:

options=optimset('GradObj','on');

Now we can obtain the solution:

x= fminunc(@goal,x0,options) % x0 is the inital point