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From: Samy on 19 May 2010 15:54
Hello,
I am trying to optimize my objective using values from the previous iteration. The algorithm I am trying to implement tries to use values from previous iterations. I am new to this. I am trying to do this using fminunc. Is that sensible? or do the algorithms used by fminunc already in some way incorporate the value of the previous iteration.
My objective function is something like this

function [f] = func(X, Xold)
L=function of Xold
f=X*L*Xold
Xold=X

[x_new,fval]=fminunc(@(Xp)stressQP(Xp,Xold),Xp,options);

Thanks,
Sam
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