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Optimization.LineSearch.SteepestDescent
Contents
- steepestDescent :: (Num a, Ord a, Additive f, Metric f) => LineSearch f a -> (f a -> f a) -> f a -> [f a]
Steepest descent method
steepestDescent :: (Num a, Ord a, Additive f, Metric f) => LineSearch f a -> (f a -> f a) -> f a -> [f a]Source
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.