Steepest Descent for Optimization Problems with Nondifferentiable Cost Functionals,

Abstract

The steepest descent method is a commonly used algorithm for finding the minimum of a differentiable cost functional. At each iteration a descent is made at the direction of the negative gradient according to some step size selection scheme. This paper has two objectives. First to examine the natural extension of the steepest descent algorithm for minimizing a directionally differentiable function mapping R sup n into the real line. Second, the paper is to propose a new descent algorithm for minimizing an extended real valued convex function. (Author)

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1971
Accession Number
AD0721883

Entities

People

  • Dimitri P. Bertsekas
  • Sanjoy K. Mitter

Organizations

  • Massachusetts Institute of Technology

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Evolutionary Algorithms
  • Heuristic Methods
  • Iterations
  • Mathematical Analysis
  • Mathematics
  • Optimization
  • Steepest Descent Method

Readers

  • Aerospace Engineering
  • Control Systems Engineering.
  • Graph Algorithms and Convex Optimization.