using gradient descent to optimise in matlab

Is gradient descent available to use in the optimisation toolbox? I am looking for documentation on how to use it, but failed.

[Anton Semechko]

Optimization algorithms implemented in the Optimization Toolbox are more advanced than gradient descent. See this example on how to implement your own gradient descent algorithm.

Answer 1

[Alan Weiss]

There is an example showing how to use an undocumented steepest-descent option, but really, why would you use it when steepest descent is not a good algorithm for numerical minimization?

Alan Weiss

MATLAB mathematical toolbox documentation

[Matt J]

Alan, I find it curious that you would call it "undocumented". The 'HessUpdate'='steepdesc' option is listed quite plainly in the fminunc documentation.

[Alan Weiss]

You are correct, I should have said "hidden" instead of "undocumented." The HessUpdate option is hidden in the sense that it does not appear in the options created by optimoptions, but you can set it.

Alan Weiss

MATLAB mathematical toolbox documentation