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词汇 Descent direction
分类 英语词汇 英语翻译词典
释义

Descent direction

英语百科

Descent direction

In optimization, a descent direction is a vector \mathbf{p}\in\mathbb R^n that, in the sense below, moves us closer towards a local minimum \mathbf{x}^* of our objective function f:\mathbb R^n\to\mathbb R.

Suppose we are computing \mathbf{x}^* by an iterative method, such as line search. We define a descent direction \mathbf{p}_k\in\mathbb R^n at the kth iterate to be any \mathbf{p}_k such that \langle\mathbf{p}_k,\nabla f(\mathbf{x}_k)\rangle < 0, where  \langle , \rangle denotes the inner product. The motivation for such an approach is that small steps along \mathbf{p}_k guarantee that \displaystyle f is reduced, by Taylor's theorem.

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