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An algorithm for finding the nearest local minimum of a function which presupposes that the gradient of the function
can be computed. The method of steepest descent, also called the gradient descent method, starts at a point
and,
as many times as needed, moves from
to
by minimizing along the line extending from
in the direction of
, the local downhill gradient.
period .02
until a fixed point is reached. The results are illustrated above for the
and starting points
and 0.01, respectively.
This method has the severe drawback of requiring a great many iterations for functions which have long, narrow valley
structures. In such cases, a conjugate gradient method is preferable.
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