Creating a gradient ascent matlab function?
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I have to create a gradient ascent matlab function that finds the maximum of a function of two variables. It can call a function that uses the golden section method to find the maximum of one function, but I don't know how to use this to do it for two variables. Does anyone know how to do this?
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Mohammad Abouali
2014-12-1
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It is the same as gradient descent except that you don't multiply your step by a negative sign. So your step has the same sign as your gradient (or hessian in higher dimensional problem).
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