Hello all, I've faced with an interesting question and appreciate if anyone can answer!
When I use "mips" as an optimization solver to solve one of those simple optimization problems with constraint in t-mips.m, I get a hessian of the lagrangian by calling " Lxx" . The hessian provided in Lxx is closely matched with that I compute the problem by hand. However, when I use "fmincon" to solve the same problem as following: [x,fval,exitflag,output,lambda,grad,hessian] = fmincon(...) and compare its hessian with Lxx, I observe a huge diffence, though the optimal answers for x and objective function are the same. Can anyone answer why? What is the algorithm used in fmincon to compute the hessian? Thanks in advance for your reply, Maryam
