i want to find a approximate gobal minmum of a nonlinear function . i know the gradient of this function. i find that i can only use Nminimize to achieve this. Although Nminimize offer several Methods(e.g., anneling, evolution) to choose from, none of these support a user supplied gradient. since i have the gradient analytic expression, i want to find a way to take advantage of it, i.e., i want to find an optimization method which support user supplied gradient. But i don't found such function in mma, it only allow this in Findminmum, which only aims to find local minmum.
so my question is 'is there such a global minmization function which allow user supplied gradient in mma?'(while in matlab, one can do this via fmincon)