diff --git a/README.md b/README.md index d24749c..4c012c3 100644 --- a/README.md +++ b/README.md @@ -1 +1,10 @@ -# optimization_algorithms \ No newline at end of file +# 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. \ No newline at end of file