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How to define the step size of steepest-descent method and update the step size simultaneously in multiple variable function?
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How to define the step size of steepest descent method and update the step size simultaneously in multiple variable function? As following, the initial value of 2-dimensional object function are x0 and y0, but if i view { (x1’,y1’), (x2’,y2’) … (xn’,yn’) } as the initial value and i view f=[(x1-2)^2+(y1-4)^2]*[(x2-2)^2+(y2-4)^2]…[(xn-2)^2+(yn-4)^2] as the object function.how to apply steepest-descent method to f? (For (x1,y1) lamda1 is its step size,for (x2,y2) lamda1 is its step size,… for (xn,yn) lamda1 is its step size.)
function [ R,n ] = steel(x0,y0,eps ) syms x; syms y; f=(x-2)^2+(y-4)^2; v=[x,y]; j=jacobian(f,v);%计算梯度 T=[subs(j(1),x,x0),subs(j(2),y,y0)]; temp=sqrt((T(1))^2+(T(2))^2); x1=x0; y1=y0; n=0; syms kk; while(temp>eps) d=T;%计算下降方向 f1=x1+kk*d(1); f2=y1+kk*d(2); fT=[subs(j(1),x,f1),subs(j(2),y,f2)]; fun=sqrt((T(1))^2+(T(2))^2); fun1=vpa(fun); x0=x1-0.1*d(1); y0=y1-0.1*d(2); T=[subs(j(1),x,x0),subs(j(2),y,y0)]; temp=sqrt((T(1))^2+(T(2))^2); temp1=vpa(temp); x1=x0; y1=y0; n=n+1; end R=double([x0,y0]);
end
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