How to use the steepest descent method to solve a function.

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I have an example but I still am not sure how to solve this problem. Please show me step by step on how to attack this. Thank you.

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Answer 1

Vinod Sudheesh 2015-6-26

编辑：Vinod Sudheesh 2015-6-26

在 MATLAB Online 中打开

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Hello,

The below code snippet solves this problem using the "Gradient Descend Algorithm"

clc;
clear;
f=@(x)(25*x(1)*x(1)+20*x(2)*x(2)-2*x(1)-x(2));
x=[3 1]';
gf=@(x)([(50*x(1)-2) ; (40*x(1)-1)]);  
n=1;  
while(norm( gf(x))>0.05)     
    x= x-0.01*(1/n) *gf(x);    
    n=n+1;
end

Note that to solve this problem using the "Steepest Descend Algorithm", you will have to write additional logic for choosing the step size in every iteration.