optimization-0.1.6: Numerical optimization

Safe HaskellNone
LanguageHaskell2010

Optimization.LineSearch.SteepestDescent

Contents

Synopsis

Steepest descent method

steepestDescent Source

Arguments

:: (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