This code demonstrates gradient decent algorithm.

In this example, I set up a very simple function.

From initial point (-5,5), the algorithm let the point move toward a maximum point.

I recommend you to modify tau and initial point X(:,1) to see how it changes.

Instruction :

run the code "gradient_descent.m"

Download MATLAB code here :

https://drive.google.com/file/d/0B78FUAKU68mXZ0NidzRXY1E3bVE/view?usp=sharing

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