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Measuring the Hessian matrix for lsqnonlin in MATLAB

Measuring the Hessian matrix for lsqnonlin in MATLAB

Measuring the Hessian matrix for lsqnonlin in MATLAB

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

RE: Measuring the Hessian matrix for lsqnonlin in MATLAB

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