Newton's Optimization Method
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I have to find the maximum of a function:
fc1= (log(c1)+alpha*log((e-c1)/p))
i need to write a code to find its gradient and hessian matrix, and after that to solve it with Newton's Method, can anyone help me?
thank you
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Doddy Kastanya
on 12 Jan 2021
The following link provides information about Hessian Matrix for a scalar function: https://www.mathworks.com/help/symbolic/hessian.html#buiej1q-2 . However, I believe you need to have access to Symbolic Math Toolbox to invoke this.
Otherwise, the function is relatively straight-forward for you to derive the corresponding Jacobian. So, I would suggest derive the Jacobian first and then implement it within the Newton's Method (using MATLAB).
Good luck.
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