Using Hessian for least squares problem
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It looks like lsqnonlin() from MatLab can't make use of a Hessian (it is not stated explicitly by MatLab, but I read this in the article "Optimization and uncertainty analysis of ODE models using 2nd order adjoint sensitivity analysis" by P. Stapor and others). I want to use fminunc() that is able to make use of a Hessian. I produce the current curve derivatives for all involved points with MatLab Symbolic Toolbox, but I have to program objective function evaluation from the single point deriavtives. The article "Using Symbolic Mathematics with Optimization Toolbox™ Solvers" in MatLab documentation does not help because of programming involved in my case. Using a MatLab function for the objective function would require making the symbolic functions details to be available to this function. Then I need to make global all the symbolic functions involved which is not ideal. Does anyone know a better way to attack my problem?