Premium
Steepest descent
Author(s) -
Meza Juan C.
Publication year - 2010
Publication title -
wiley interdisciplinary reviews: computational statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.693
H-Index - 38
eISSN - 1939-0068
pISSN - 1939-5108
DOI - 10.1002/wics.117
Subject(s) - method of steepest descent , convergence (economics) , gradient descent , computer science , descent (aeronautics) , mathematical optimization , rate of convergence , algorithm , function (biology) , mathematics , artificial intelligence , artificial neural network , engineering , telecommunications , channel (broadcasting) , aerospace engineering , evolutionary biology , economics , biology , economic growth
The steepest descent method has a rich history and is one of the simplest and best known methods for minimizing a function. While the method is not commonly used in practice due to its slow convergence rate, understanding the convergence properties of this method can lead to a better understanding of many of the more sophisticated optimization methods. Here, we give a short introduction and discuss some of the advantages and disadvantages of this method. Some recent results on modified versions of the steepest descent method are also discussed. WIREs Comp Stat 2010 2 719–722 DOI: 10.1002/wics.117 This article is categorized under: Algorithms and Computational Methods > Numerical Methods