Hessian in optimValues of fminunc
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Alexander Andreychenko
el 13 de Feb. de 2016
Comentada: Alan Weiss
el 16 de Feb. de 2016
Hello everyone! I have the function which I minimize with fminunc. So far, no problems with that. I have the analytical expression of the Hessian for my function. I want to be able to plot the conditional number of Hessian during the course of the optimization. Is there any way to pass the Hessian/its conditional number to outputFcn (via optimValues)?
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Alan Weiss
el 16 de Feb. de 2016
While I am not sure that I understand your question, it seems that you have an analytic expression for the Hessian you want to plot. The syntax of a cutom output function is
function stop = outfun(x,optimValues,state)
So you have the current point x available to your output function, meaning you can calculate the Hessian in your output function.
If I misunderstand what you are asking, please try again.
Alan Weiss
MATLAB mathematical toolbox documentation
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Alan Weiss
el 16 de Feb. de 2016
Oh, I did not realize that what you were looking for was a way to avoid another calculation of the Hessian. It is possible that something along the lines of the nested function technique used in this documentation could save you from computing the Hessian twice.
Good luck,
Alan Weiss
MATLAB mathematical toolbox documentation
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