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Calculation of Hessian matrix in gamultiobj hybrid function

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SM on 22 Sep 2021 at 22:20
Commented: SM on 23 Sep 2021 at 21:57
I am trying to optimise set of parameters, I am planning to use gamultiobj hybrid function for optimisation.
I am wondering how can I measure the hessain matrix as output at the optimised parameters?
Thank you

Answers (1)

Matt J
Matt J on 22 Sep 2021 at 22:47
If you mean that you can't compute the Hessian yourself and wish to do so using finite difference approximations then
SM on 23 Sep 2021 at 21:57
Thank you, I tried the code (hessian.m) in the file and read the code documentation.
I face the follwing error:
Array indices must be positive integers or logical values.
Error in hessdiag>@(xi)fun(swapelement(x0,ind,xi)) (line 60)
@(xi) fun(swapelement(x0,ind,xi)), ...
Error in derivest (line 337)
f_x0(j) = fun(x0(j));
Error in hessdiag (line 60)
@(xi) fun(swapelement(x0,ind,xi)), ...
I am not sure whay it is showing this error? since the "ind" is positive.
Do you have any advise on that?

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