Newton's Optimization Method

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

[David Hill]

What have you tried? What are the variables and what are the constants?

[Matt J]

Yes, probably. Elaborate on the problem you've encountered.

[Aneta Girlovan]

I have to solve problem 1.2. To solve it via Newton's Method, i need to firstly have the Hessian. what i don't know is how to construct this Hessian matrix.

Answer 1

[Doddy Kastanya]

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.