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steepest descent method

   Also found in: Acronyms, Wikipedia 0.01 sec.
steepest descent method [′stēp·əst di′sent ‚meth·əd]
(mathematics)
Certain functions can be approximated for large values by an asymptotic formula derived from a Taylor series expansion about a saddle point. Also known as saddle point method.
A method of approximating extreme values of the functions of two or more variables, in which the gradient of the function is used to obtain a sequence of approximations of the point at which the extreme value occurs.


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The computing experiments have shown that far from the minimum of the objective function the steepest descent method is rather effective, whereas in the vicinity of the minimum it is characterized by slow convergence.
 
 
 
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