Nusileidimo metodai

Tikslo funkcija $f(x),\ \ x=(x_i,\ i=1,...,m)$,

\begin{eqnarray}x^{n+1}=x^n-\alpha_n s_n.
\end{eqnarray}


Zingsnio ilgis

\begin{eqnarray}\alpha_n = \arg min_{\alpha} f(x^n-\alpha_n s_n).
\end{eqnarray}


Cia $s_n$ zingsnio kryptis, $n$ zingsnio numeris.
Metodas gradientinis, kai

\begin{eqnarray}s_n=grad\ f(x^n),
\end{eqnarray}


kur gradientas

\begin{eqnarray}grad\ f(x^n)=(\frac{\partial f(x^n)}{\partial x_i},\ i=1,...,m).
\end{eqnarray}




jonas mockus 2004-03-01