HessUpdate is an option for the function fminunc in the optimization toolbox. You set
options = optimset('HessUpdate','steepdesc')
and call fminunc (type "doc fminunc" at the MATLAB prompt for information on how to use this function).
Note that the steepest descent is in general a slow method that is not used much in practice.
Marjan wrote: > Hello, > > I have a function which contains sums and a normal distribution as > well.As I read this forum and Matlab tutorial, for finding the > gradient is better to use the conjugate gradient method, but I have > to solve this with the steepest descent method. Is there any built in > function that solves this? I've read that HessUpdate should be set to > 'steepdesc' > but please help me what commands I need. > Marjan