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The Gradient Method

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Part of the book series: Studies in Systems, Decision and Control ((SSDC,volume 93))

Abstract

The gradient method belongs to the direct optimization methods , characterized by the fact that the extreme is found without any prior indication of the necessary existence conditions. Several results which refer to the first order approximation of the gradient method are presented in this chapter. The complexity of the treatment is gradually increased, starting with common extreme applications, continuing with issues regarding the usage of the method to solve problems of classical variational calculus and finishing with proper optimal control applications.

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References

  • Courant, R.: Variational methods for the solution of problems of equilibrium and vibrations. Bull. Am. Math. Soc. 49(1), 1–23 (1943)

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  • Powell, M.J.D.: An iterative method for finding stationary values of a function of several variables. Comput. J. 5(2), 147–151 (1962)

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  • Tolle, H.: Optimization Methods. Springer-Verlag, New York (1975)

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Correspondence to Viorel Badescu .

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Badescu, V. (2017). The Gradient Method. In: Optimal Control in Thermal Engineering. Studies in Systems, Decision and Control, vol 93. Springer, Cham. https://doi.org/10.1007/978-3-319-52968-4_6

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  • DOI: https://doi.org/10.1007/978-3-319-52968-4_6

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-52967-7

  • Online ISBN: 978-3-319-52968-4

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