Can I use fmincon for quadratic objective function with linear constraints without gradient and hessian matrices
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Hi all; I use fmincon to solve an objective function (quadratic) for a dynamic system which is subject to a set of linear constraints like dx/dt = f(x,u). the solver ( ode23) is used to solve the differential equations dx/dt = f(x,u) within the objective function. In this case the constraints satisfie implicitly , so here i still have to calculate the gradient and hessian matrices for the objective function. Regards
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