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From: Matt J on 27 Jul 2010 22:42
"Samuel Edwards" <DJeter1234(a)AOL.com> wrote in message <i2no52$3oi$1(a)fred.mathworks.com>...

> Doesn't fmincon approximate the Hessian automatically? How would I approximate it better? I do not have the actual gradient to the problem, and it is impossible to solve analytically.
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If your problem is poorly scaled, fmincon's numerical Hessian approximations might not be very accurate. If they were accurate, there shouldn't be much of a scaling problem, except in regions of the function where the Hessian is not strictly positive definite.

Why is the function so hard to differentiate?
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