Steepest Descent Method

Preliminaries ‘An Introduction to Performance Optimization’ Linear algebra Calculus 1,2 Direction Based Algorithm and a Variation1 This post describes a direction searching algorithm($$\mathbf{x}_{k}$$). And its variation gives a way to estimate step length ($$\alpha_k$$). Steepest Descent To find the minimum points of a performance index by an iterative algorithm, we want to decrease the value of the performance index step by step which looks like going down from the top of the hill....

December 20, 2019 · (Last Modification: May 3, 2022) · Anthony Tan