Steepest Descent method

Date and Time

2020-12-04 10:00 오전

24205 (off-line)

Nabih Pico

Overview

A steepest descent algorithm would be an algorithm which follows the above update rule, where at each iteration, the direction ∆f (x,y) is the steepest direction we can take. That is, the algorithm continues its search in the direction which will minimize the value of function, given the current point. Or in other words, given a particular point x, we would like to find the direction d s.t. f(x + d) is minimized.

Reference(s)

Convex Optimization (Stephen Boyd, web.stanford.edu/~boyd/cvxbook/)
Chapter 9.4. Steepest descent method

Seminar Material

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