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using gradient descent to optimise in matlab

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CLARK KENDRICK GO
CLARK KENDRICK GO le 5 Juil 2018
Modifié(e) : Matt J le 5 Juil 2018
Is gradient descent available to use in the optimisation toolbox? I am looking for documentation on how to use it, but failed.
  1 commentaire
Anton Semechko
Anton Semechko le 5 Juil 2018
Optimization algorithms implemented in the Optimization Toolbox are more advanced than gradient descent. See this example on how to implement your own gradient descent algorithm.

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Réponses (1)

Alan Weiss
Alan Weiss le 5 Juil 2018
There is an example showing how to use an undocumented steepest-descent option, but really, why would you use it when steepest descent is not a good algorithm for numerical minimization?
Alan Weiss
MATLAB mathematical toolbox documentation
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Matt J
Matt J le 5 Juil 2018
Modifié(e) : Matt J le 5 Juil 2018
Alan, I find it curious that you would call it "undocumented". The 'HessUpdate'='steepdesc' option is listed quite plainly in the fminunc documentation.
Alan Weiss
Alan Weiss le 5 Juil 2018
You are correct, I should have said "hidden" instead of "undocumented." The HessUpdate option is hidden in the sense that it does not appear in the options created by optimoptions, but you can set it.
Alan Weiss
MATLAB mathematical toolbox documentation

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