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Steepest descent method

3.0 | 4 ratings Rate this file 22 Downloads (last 30 days) File Size: 3.25 KB File ID: #23280 Version: 1.1

Steepest descent method



13 Mar 2009 (Updated )

It solves an optimization problem by steepest descent method.

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The script steepestdescent.m optimizes a general multi variable real valued function using steepest descent method. During the iterations if optimum step length is not possible then it takes a fixed step length as 0.001. For the theory any good book on optimization techniques can be consulted. This script is also useful in checking whether a given function is convex or concave and hence globally optimizable.

Required Products Symbolic Math Toolbox
MATLAB release MATLAB 7 (R14)
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Comments and Ratings (5)
11 Nov 2015 a_mageed

i try the program but it gives an error:

Error using mupadengine/feval (line 157)
MuPAD error: Error: A variable to solve for is required. [solve]

Error in solve (line 170)
sol = eng.feval('symobj::solvefull',eqns,vars);

Error in steepestdescent (line 102)

Comment only
18 Mar 2012 Jacob

Jacob (view profile)

I am new to MatLab and was wondering how would I enter the following function in "proper format" since I try with no avail. I could appreciate some idea on how to do that. The functions itself is:

PE(x1,x2) = .5*K1*[sqrt(x1^2+(L1-x2)^2)]^2+.5*K2*[sqrt(x1^2+(L2+x2)^2)]^2-P1*x1-P2*x2

Where, K1, K2, P1, and P2 are constant. Thank you.

18 Oct 2011 Kedar

Kedar (view profile)

03 Apr 2009 Duane Hanselman

Not a function, so it pollutes the Command Window workspace. Prompts the user for all input including the function to be optimized! Does not require symbolic math toolbox as stated. Has at least one triple nested For loop. Does not appear to use any vectorization.

26 Mar 2009 Ngawang Jangchub

Why not write this as an m file? I'm not sure what the symbolic toolbox buys you. 3 stars only because you used a toolbox I have no need for and no intention of buying.

03 Apr 2009 1.1

A small error has been rectified.

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