The problem is to minimize this function
f1(X)^2 + f2(X)^2 + f3(X)^2 + f4(X)^2
such that L <= X <= U
where X
is a vector X = [x1, x2]'
, F = [f1, f2, f3, f4]'
are non-linear system of functions, L
and U
are the lower and upper bound of X
.
I want to use gradient descent to estimate X
. Is there a function in matlab to do this?
My particular concern is how to batch process gradient descent algorithms in matlab, because I have a huge number of cases in this form.