How can I batch process the gradient descent algorithm

Question

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.

Answer 1

for bounded optimization, checkout the fmincon function in matlab