argmin::solver::gradientdescent

Module steepestdescent

Source
Expand description

Steepest Descent method

SteepestDescent

§References:

[0] Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.

Structs§

  • SteepestDescent
    Steepest descent iteratively takes steps in the direction of the strongest negative gradient. In each iteration, a line search is employed to obtain an appropriate step length.