Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » Software » comp.soft-sys.matlab

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

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Marcelo Marazzi

Posts: 24
Registered: 8/29/05
Re: Steepest descent function
Posted: Oct 28, 2005 10:21 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

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.

-marcelo

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




Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.