using gradient descent to optimise in matlab

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CLARK KENDRICK GO
编辑： Matt J 2018-7-5
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
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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回答（1 个）

Alan Weiss
Alan Weiss 2018-7-5
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 2018-7-5
编辑：Matt J 2018-7-5
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 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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