Steepest descent method 1.0

Date Added: April 21, 2013 | Visits: 336

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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.

Requirements: No special requirements

Platforms: Matlab

Keyword: Checking, Concave, Consulted, Convex, Fixed, Globally, Length, Multi, Optimizable, Optimization, Takes, Techniques, Theory, Valued, Variable

Users rating: 0/10

License: Freeware

Size: 10 KB

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