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Create Hessian for fmincon from a large number of constraints

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Vincent Porter
Vincent Porter 2018-5-24
Is there a way to create a Hessian with a variable number of constraint equations?
gradc = jacobian(c,x).';
hessc1 = jacobian(gradc(:,1))
hessc2 = jacobian(gradc(:,2))
hessc3 = jacobian(gradc(:,3))
hessc4 = jacobian(gradc(:,4))
hessch1 = matlabFunction(hessc1)
hessch2 = matlabFunction(hessc2)
hessch3 = matlabFunction(hessc3)
hessch4 = matlabFunction(hessc4)
myhess = @(x,lambda)(hessfh(x) + ...
lambda.ineqnonlin(1)*hessc1h(x) + ...
lambda.ineqnonlin(2)*hessc2h(x) + ...
lambda.ineqnonlin(3)*hessc3h(x) + ...
lambda.ineqnonlin(4)*hessc4h(x));
Above works for a fixed number of constraints. But, I can't figure out if it is possible to create the myhess handle with a variable number of constraints.
I tried the below code which I used a string to create the code that would create the myhess handle and converted it into a function handle, but I don't think fmincon with take the myhess handle because I had to include an extra input @(x,lambda,hessch)
gradc = jacobian(c,x).';
hessc = [];
for i=1:size(c,2)
hessc = [hessc;{jacobian(gradc(:,i) ,x);}];
end
hessch = [];
for i=1:size(c,2)
hessch = [hessch;{matlabFunction(hessc{i}, 'vars',{x})}];
end
myhess = '@(x,lambda,hessch)(hessfh(x)+';
for i=1:length(hessch)
myhess = [myhess,'lambda.ineqnonlin(',num2str(i),')*hessch{',num2str(i),'}(x)+'];
end
myhess(end)=')';
myhess = str2func(myhess)
I am not very familiar with the syntax of creating function handles and any help would be greatly appreciated.

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