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Gradient method

From Wikipedia, the free encyclopedia

In optimization, a gradient method is an algorithm to solve problems of the form

with the search directions defined by the gradient of the function at the current point. Examples of gradient methods are the gradient descent and the conjugate gradient.

See also

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References

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  • Elijah Polak (1997). Optimization : Algorithms and Consistent Approximations. Springer-Verlag. ISBN 0-387-94971-2.