Abstract
In this chapter we shall consider a number of minimization methods which require the evaluation of the derivatives of the function as well as the function values themselves. Much of the theory surrounding such methods is strictly applicable only to quadratic functions (see Section 3.3), but fortunately many objective functions can be well approximated by quadratics in the neighbourhood of the minimum. We begin with an account of the simplest and possibly oldest of this type of minimization procedure, steepest descent.
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© 1987 B. S. Everitt
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Everitt, B.S. (1987). Gradient methods. In: Introduction to Optimization Methods and their Application in Statistics. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-3153-4_3
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DOI: https://doi.org/10.1007/978-94-009-3153-4_3
Publisher Name: Springer, Dordrecht
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Online ISBN: 978-94-009-3153-4
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