A Generalized Approach to the Method of Steepest Ascent

H. Eldor and L. B. Koppel
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H. Eldor: Ministry of Defence, Tel Aviv, Israel
L. B. Koppel: Purdue University, Lafayette, Indiana

Operations Research, 1971, vol. 19, issue 7, 1613-1618

Abstract: This paper derives a general steepest-ascent expression to show that any “direction” in the function space can be considered to be a steepest ascent direction by selecting a proper distance metric index and/or variable scaling. Several search procedures can be thus considered to be special cases of the method of steepest ascent. An illustrative investigation shows that, in a qualitative sense, most metric indices perform comparably.

Date: 1971
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