SM1994
Bioengineer
- Mar 25, 2020
- 49
Hello
In MATLAB, 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? Matlab provides a matrix of Jacobian,is it possible to calculate Hessian matrix using the Jacobian matrix at the optimum solution? I think I cannot use the H(f(x)) = J(∇f(x)) since I do not know hot to get the ∇f(x) from lsqnonlin. Thanks
In MATLAB, 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? Matlab provides a matrix of Jacobian,is it possible to calculate Hessian matrix using the Jacobian matrix at the optimum solution? I think I cannot use the H(f(x)) = J(∇f(x)) since I do not know hot to get the ∇f(x) from lsqnonlin. Thanks