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Topic: Steepest descent function
Replies: 1   Last Post: Oct 28, 2005 10:21 AM

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Marcelo Marazzi

Posts: 24
Registered: 8/29/05
Re: Steepest descent function
Posted: Oct 28, 2005 10:21 AM
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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

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