Calculating the Hessian matrix using lsqnonlin

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SM on 12 Feb 2022
Commented: SM on 12 Feb 2022
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?

Answers (1)

yanqi liu
yanqi liu on 12 Feb 2022
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
  1 Comment
SM on 12 Feb 2022
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.

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