Newton's Optimization Method

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Aneta Girlovan
Aneta Girlovan 2021-1-12
回答： Doddy Kastanya 2021-1-12
I have to find the maximum of a function:
fc1= (log(c1)+alpha*log((e-c1)/p))
i need to write a code to find its gradient and hessian matrix, and after that to solve it with Newton's Method, can anyone help me?
thank you
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Matt J
Matt J 2021-1-12
Yes, probably. Elaborate on the problem you've encountered.
Aneta Girlovan
Aneta Girlovan 2021-1-12
I have to solve problem 1.2. To solve it via Newton's Method, i need to firstly have the Hessian. what i don't know is how to construct this Hessian matrix.

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Doddy Kastanya
Doddy Kastanya 2021-1-12
The following link provides information about Hessian Matrix for a scalar function: https://www.mathworks.com/help/symbolic/hessian.html#buiej1q-2 . However, I believe you need to have access to Symbolic Math Toolbox to invoke this.
Otherwise, the function is relatively straight-forward for you to derive the corresponding Jacobian. So, I would suggest derive the Jacobian first and then implement it within the Newton's Method (using MATLAB).
Good luck.

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