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Steepest Decent Method

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Steepest Decent Method

by Duc

 

02 May 2009

Solves a multi-variable unconstrained optimization problem using the Steepest Decent Method

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Description

Replace the function as you want.
These are sample output.
x10= 3
x20= 4

f =

10*(2*x1-5)^2+2*(3*x2-6)^2

maximumIterationNo =

    10

x1= 2.137510 2.447518
x2= 2.554030 2.216119
x3= 2.460830 2.048359
x4= 2.505838 2.023354
x5= 2.495767 2.005226
x6= 2.500631 2.002524
x7= 2.499543 2.000565
x8= 2.500068 2.000273
x9= 2.499951 2.000061
x10= 2.500007 2.000029

Required Products Symbolic Math Toolbox
MATLAB release MATLAB 7.7 (R2008b)
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Comments and Ratings (1)
04 May 2009 John D'Errico

This is NOT a "decent" method. At best, it is perhaps a "descent" method. But steepest descent is rarely that decent a choice.

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mathematics Duc 04 May 2009 10:30:38

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