Hessian only returns vector instead of matrix in fmincon

1 view (last 30 days)
Dear All,
I am using the following code to get Hessian for a three parameter function. It should be a 3*3 matrix. But instead I get a 3*1 vector. Do you know why?
if true
A = [-1 -2 -2; ...
1 2 2];
b = [0;72];
options = optimoptions('fmincon','Algorithm','active-set','Hessian','on');
[xn,fval,exitflag,output,grad,hessian] = fmincon(@(x) -x(1) * x(2) * x(3),x0,A,b,[],[],[],[],[],options)
and the result get for Hessian is
hessian =

Accepted Answer

Alan Weiss
Alan Weiss on 2 Dec 2014
Take a look at the fmincon documentation. You will see that the correct function call is
[x,fval,exitflag,output,lambda,grad,hessian] = fmincon(...)
In other words, what you call hessian is, in fact, the grad output. You forgot the lambda argument.
You should also take a look at the documentation of the fmincon Hessian to see what the output means.
Alan Weiss
MATLAB mathematical toolbox documentation

More Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!