Hessian Matrix to analyze the convexity of a Function

版本 1.0.0 (4.9 KB) 作者: M Matsive Ali

Hessian Matrix can be easily used to determine the convexity of a function. Which is great for optimization problems.

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更新时间 2024/2/12

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A example using 2 variables (x&y) is executed.

variables can be changed in "Syms"

function can be changed in "f "

ref:

1.https://math.libretexts.org/Bookshelves/Analysis/Tasty_Bits_of_Several_Complex_Variables_(Lebl)/02%3A_Convexity_and_Pseudoconvexity/2.02%3A_Tangent_Vectors_the_Hessian_and_Convexity

2. https://www.youtube.com/watch?v=F3YoC5A6Avg&ab_channel=YongWang

引用格式

M Matsive Ali (2024). Hessian Matrix to analyze the convexity of a Function (https://www.mathworks.com/matlabcentral/fileexchange/159513-hessian-matrix-to-analyze-the-convexity-of-a-function), MATLAB Central File Exchange. 检索来源 2024/7/31.

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Hessian_Matrix_Solve_for_convexity.mlx

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Hessian Matrix to analyze the convexity of a Function

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