Calculation of Hessian matrix in gamultiobj hybrid function

1 次查看（过去 30 天）
SM
SM 2021-9-22
评论： SM 2021-9-23
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

请先登录，再回答此问题。

回答（1 个）

Matt J
Matt J 2021-9-22
If you mean that you can't compute the Hessian yourself and wish to do so using finite difference approximations then
https://www.mathworks.com/matlabcentral/fileexchange/13490-adaptive-robust-numerical-differentiation?s_tid=srchtitle
  3 个评论
显示 1更早的评论
Matt J
Matt J 2021-9-22
I am wondering if there is a way to do that?
Well, you should consider my answer, then. It proposed a possible solution.
SM
SM 2021-9-23
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?

请先登录，再进行评论。

类别

在 Help Center 和 File Exchange 中查找有关 Solver Outputs and Iterative Display 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by