steepest descent method

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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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