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....