Example: stock market
METHODS FOR NON-LINEAR LEAST SQUARES PROBLEMS - …
The Steepest Descent method From (2.5) we see that when we perform a step fi hwith positive fi, then the relative gain in function value satisfies lim fi!0 F(x) ¡F(x+fih) fikhk = ¡ 1 khk h>F0(x)=¡kF0(x)kcosµ; where µis the angle between the vectors h and F0(x). This shows that we get the greatest gain rate if µ=…, ie if we use the ...
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