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  • Steepest Eduction: Require Descent of

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    baba
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    The steepest descent method is an iterative method used to find a local minimum of a function. It requires an initial point and proceeds as follows: 1) Evaluate the gradient of the function at the current point to determine the direction of steepest descent. 2) Move a small amount in that direction to reduce the function value. 3) Repeat steps 1 and 2 until reaching a minimum or stopping criteria is met. The direction of steepest descent that gives the greatest decrease in the function value is the direction of the negative gradient. This method has linear convergence if a solution exists.

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    Notes_9.3.pdf

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    The steepest descent method is an iterative method used to find a local minimum of a function. It requires an initial point and proceeds as follows: 1) Evaluate the gradient of the function at the current point to determine the direction of steepest descent. 2) Move a small amount in that direction to reduce the function value. 3) Repeat steps 1 and 2 until reaching a minimum or stopping criteria is met. The direction of steepest descent that gives the greatest decrease in the function value is the direction of the negative gradient. This method has linear convergence if a solution exists.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    34 views6 pages

    Steepest Eduction: Require Descent of

    Uploaded by

    baba
    The steepest descent method is an iterative method used to find a local minimum of a function. It requires an initial point and proceeds as follows: 1) Evaluate the gradient of the function at the current point to determine the direction of steepest descent. 2) Move a small amount in that direction to reduce the function value. 3) Repeat steps 1 and 2 until reaching a minimum or stopping criteria is met. The direction of steepest descent that gives the greatest decrease in the function value is the direction of the negative gradient. This method has linear convergence if a solution exists.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 6

    Main limitation of teuton

    method is that we
    require
    a J intialization
    g
    Descent method
    Steepest
    System of non linear

    eduction
    f X Xn O

    fee Xi Xn O

    Inc to
    has a linear convergence
    If has a solution
    then a 24L
    g
    91 1 xn fi x xu l
    has a minimal value Zero
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    a local minimum
    Evaluat g at
    the initial approximation is
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    in decreasing 9
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    that direction reducing
    9 to obtain it
    Repeat 30
    2
    Step
    For
    g di 742 the

    gradient of g
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    Definition
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    is
    we
    differentiable
    g
    the the direction with maximum
    value for the directional derivative is
    when
    v
    IV 112 1
    Ogix
    this
    we
    to
    will use
    property
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    while
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    or at 2 Cright endpoint
    Edward
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    Chaos theory
    Lorenz
    system
    IX x
    Tt icy
    H
    xp y
    xy pz
    T and p
    are
    P
    constants

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