Steepest Descent Method

Shashi Kant Mishra () and Bhagwat Ram
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Shashi Kant Mishra: Banaras Hindu University, Department of Mathematics
Bhagwat Ram: Banaras Hindu University, Department of Mathematics

Chapter Chapter 6 in Introduction to Unconstrained Optimization with R, 2019, pp 131-173 from Springer

Abstract: Abstract The steepest descent method is one of the oldest and well-known search techniques for minimizing multivariable unconstrained optimization problems. This method has played an important role in the development of advanced optimization algorithms. It is a first-order derivative iterative optimization algorithm whose convergence is linear for the case of quadratic functions. If we take steps in the direction of a negative gradient of the function at the given current point to find a local minimum point, then this procedure is called Gradient Descent.

Date: 2019
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DOI: 10.1007/978-981-15-0894-3_6

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