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Optimization.LineSearch.SteepestDescent
- 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
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
module Optimization.LineSearch