Descent direction
id:
descent-direction-202-10892001
title:
Descent direction
text:
In optimization, a descent direction is a vector p ∈ R n that points towards a local minimum x ∗ of an objective function f : R n → R . Computing x ∗ by an iterative method, such as line search defines a descent direction p k ∈ R n at the k th iterate to be any p k such that ⟨ p k , ∇ f ⟩ < 0 , where ⟨ , ⟩ denotes the inner product. The motivation for such an approach is that small steps along p k guarantee that f is reduced, by Taylor's theorem. Using this definition, the negative of a non-zero
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original url:
https://en.wikipedia.org/wiki/Descent_direction
date created:
date modified:
2023-01-28T22:10:30Z
main entity:
{"identifier":"Q2070951","url":"https://www.wikidata.org/entity/Q2070951"}
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