From bd6fe1f8ad8105dcecde7559b08b62e2b2f6b3cf Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Ahmet=20Kaan=20G=C3=9CM=C3=9C=C5=9E?= <96421894+Tahinli@users.noreply.github.com> Date: Wed, 20 Nov 2024 00:20:40 +0300 Subject: [PATCH] docs: :memo: steepest descent --- README.md | 11 ++++++++++- 1 file changed, 10 insertions(+), 1 deletion(-) 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