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Simplified Gradient Descent Optimization

version 1.0.0.1 (2.13 KB) by James Allison
Demonstration of the gradient descent optimization algorithm with a fixed step size.

15.3K Downloads

Updated 07 Oct 2018

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This example was developed for use in teaching optimization in graduate engineering courses. This example demonstrates how the gradient descent method can be used to solve a simple unconstrained optimization problem. Taking large step sizes can lead to algorithm instability, but small step sizes result in low computational efficiency. A corresponding video can be found here:

https://youtu.be/qLpOWteWmjs

Cite As

James Allison (2021). Simplified Gradient Descent Optimization (https://www.mathworks.com/matlabcentral/fileexchange/35535-simplified-gradient-descent-optimization), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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