using gradient descent to optimise in matlab
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Is gradient descent available to use in the optimisation toolbox? I am looking for documentation on how to use it, but failed.
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Anton Semechko
2018-7-5
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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Alan Weiss
2018-7-5
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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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Alan Weiss
2018-7-5
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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2018-7-5
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