Calculating the Hessian matrix using lsqnonlin
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Hello
I am optimising a multiobjective function using the lsqnonlin function with the trust-region reflective algorithm.
I was wondering how I can get the hessian matrix as an output?, is there any way other than estimating it with H=J`J?
Thanks
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Answers (1)
yanqi liu
on 12 Feb 2022
yes,sir,may be transfer your method to use fmincon,we can see the output parameters,such as
[x,resnorm,residual,exitflag,output,lambda,jacobian] = lsqnonlin(___)
[x,fval,exitflag,output,lambda,grad,hessian] = fmincon(___)
if possible,may be upload your function to analysis
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