Descent Direction Iteration

Class of optimization methods that rely on local information about the objective function. Suppose we are optimizing some function \(f : \mathbb{R}^d \rightarrow \mathbb{R}\). The general framework is as follows: At iteration \(k\),

Some terminal conditions include:

Thoughts

References

Kochenderfer, Mykel J., and Tim A. Wheeler. 2019. Algorithms for Optimization. The MIT Press.

Author: Nazaal

Created: 2022-03-13 Sun 21:45

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