Calculating the Hessian matrix using lsqnonlin

Question

SM 2022-2-12

评论： SM 2022-2-12

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

Answer 1

yanqi liu 2022-2-12

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

SM 2022-2-12

Thanks for your response.

As far as I know, fmincon is a single objectivr fucntion optimiser, while my problem is a multi-objective function.

I am not aware of a technqiue to solve multi-objective function with fmincon.

If there is a solution to solve multi-objective problem with fmincon. I am happy to do, since all I need is the Hessian matrix.

Thanks