docs: 📝 steepest descent
This commit is contained in:
parent
3f32c049c9
commit
bd6fe1f8ad
1 changed files with 10 additions and 1 deletions
11
README.md
11
README.md
|
@ -1 +1,10 @@
|
|||
# optimization_algorithms
|
||||
# optimization_algorithms
|
||||
|
||||
## Steepest Descent
|
||||
|
||||
1- We need starting solution x^t. Zeroise the iteration which is t. Specify tolerance value as ε.
|
||||
2- at x^t point calculate g^t gradient and ||g^t|| then if ||g^t|| <= ε stop it, else continue.
|
||||
3- Specfify road direction as d^t = -g^t.
|
||||
4- Calculate f(x^t + a^t*d^t) as like a^t (step size) is minimum.
|
||||
5- Calculate new solution point based on: x^(t+1) = x^t + a^t*d^t.
|
||||
6- Increase iteration counter by 1 and go to 2.step.
|
Loading…
Add table
Add a link
Reference in a new issue