In optimization, a gradient method is an algorithm to solve problems of the form

min x ∈ R n f ( x ) {\displaystyle \min _{x\in \mathbb {R} ^{n}}\;f(x)}

with the search directions defined by the gradient of the function at the current point. Examples of gradient methods are the gradient descent and the conjugate gradient.

See also

  • Elijah Polak (1997). Optimization : Algorithms and Consistent Approximations. Springer-Verlag. ISBN 0-387-94971-2.