Module argmin::solver::gradientdescent::steepestdescent[][src]

Steepest Descent method

SteepestDescent

References:

[0] Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.

Structs

SteepestDescent

Steepest descent iteratively takes steps in the direction of the strongest negative gradient. In each iteration, a line search is employed to obtain an appropriate step length.