Visual and quantitative example of Steepest Descent vs limited memory BFGS (Broyden-Fletcher-Goldfarb-Shanno) using Matlab. This is a simple script that compares the SD and l-BFGS to find the minimum of a given equation (the user can easely modify it). The script plot at each iteration the error and it plots the points in a contour plot to see how it approximates to the minimum.
Visual and quantitative example of Steepest Descent vs limited memory BFGS (Broyden-Fletcher-Goldfarb-Shanno)
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DanielDagnino/SD_vs_lBFGS-with-Matlab
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Visual and quantitative example of Steepest Descent vs limited memory BFGS (Broyden-Fletcher-Goldfarb-Shanno)
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