Safe Haskell | None |
---|---|

Language | Haskell2010 |

- steepestDescent :: (Num a, Ord a, Additive f, Metric f) => LineSearch f a -> (f a -> f a) -> f a -> [f a]
- module Optimization.LineSearch

# Steepest descent method

:: (Num a, Ord a, Additive f, Metric f) | |

=> LineSearch f a | line search method |

-> (f a -> f a) | gradient of function |

-> f a | starting point |

-> [f a] | iterates |

Steepest descent method

`steepestDescent search f df x0`

optimizes a function `f`

with gradient `df`

with step size schedule `search`

starting from initial point `x0`

The steepest descent method chooses the negative gradient of the function as its step direction.

# Step size methods

module Optimization.LineSearch