1. Write a function in MATLAB that minimizes a multi-dimensional problem using t

Question

1. Write a function in MATLAB that minimizes a multi-dimensional problem using the steepest descent method (see section 6.2.1). The function should be called as: [x,iter,addl] = mySteepestDescent(f,g,x0,tol,MaxIter) Where: f is the objective function g is the gradient of the objective function (a vector of partial derivatives of the objective function with respect to x(1), x(2), …, x(n) x0 is a vector of initial guesses tol is your tolerance MaxIter is the maximum number of iterations addl is a matrix of additional output, such as the function value at each iteration

f2(x,y) = 100(y – x2)2 + (1 – x)2

Explanation / Answer

Solution :

function stop = binChoicePlot(x,optimvalues,state)

if(length(x)==2)

if (optimvalues.iteration==0)

hold off;

end

grad = optimvalues.gradient;

f = optimvalues.fval;

plot3(f,x(1),x(2),'k*');

if (optimvalues.iteration==0)

hold on;

end

quiver3(f,x(1),x(2),0,grad(1),grad(2));

drawnow

pause(0.5);

end

stop = false;

end

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