Python scipy.optimize.minimize: ‘trust-constr’ and Hessian output

Hello, does anyone know how to retrieve the Hessian at the minimum when using method = ‘trust-constr’?

Joe Prendergast said:

Hello, does anyone know how to retrieve the Hessian at the minimum when using method = ‘trust-constr’?

What software system does this question refer to?

renormalize said:

What software system does this question refer to?

Python as stated in my subject line. Specifically the scipy package.

Joe Prendergast said:

Python as stated in my subject line. Specifically the scipy package.

Thanks (sorry I overlooked your subject line!).

renormalize said:

Thanks (sorry I overlooked your subject line!).

Never hurts to repeat in the body of the post :)

It looks like you will have to calculate it yourself using the method you instructed minimize to use through its hess argument: See https://docs.scipy.org/doc/scipy/re...ptimize.minimize.html#scipy.optimize.minimize. Sadly the documentation doesn't state what the default method is if you do not specify this argument.