The Steepest Descent Algorithm for Unconstrained ...
Using the steepest descent algorithm to minimize f (x) starting from x1 =(x1 1 1,x2)=(0, 10), and using a tolerance of =10−6, we compute the iterates shown in Table 2 and in Figure 2: For a convex quadratic function f (x)= 1xT Qx−cT x, the contours of the 2 function values will be shaped like ellipsoids, and the gradient vector ∇f (x)
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www.eng.auburn.eduWith the definition of gradient g in (12.3), the update rule of the steepest descent algorithm could be written as w w k k+1 = −αg k (12.4) where α is the learning constant (step size). The training process of the steepest descent algorithm is asymptotic convergence. Around the solu-