fminconCSD

A wrap of fmincon using complex step differentiation to calculate gradient

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Complex step differentiation (CSD) is a superior numerical differentiation approach. Normally, it is more efficient and accurate than finite difference appraoch. This package provides a way to improve the MATLAB fmincon function using the CSD.

Cite As

Yi Cao (2026). fminconCSD (https://se.mathworks.com/matlabcentral/fileexchange/18175-fminconcsd), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0