On the behavior of the gradient norm in the steepest descent method

被引:47
作者
Nocedal, J [1 ]
Sartenaer, A
Zhu, CY
机构
[1] Northwestern Univ, ECE Dept, Evanston, IL 60208 USA
[2] Fac Univ Notre Dame Paix, Dept Math, B-5000 Namur, Belgium
[3] Northwestern Univ, Dept Elect & Comp Engn, Evanston, IL 60208 USA
基金
美国国家科学基金会;
关键词
nonlinear optimization; unconstrained optimization; steepest descent method; behavior of gradient norm;
D O I
10.1023/A:1014897230089
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
It is well known that the norm of the gradient may be unreliable as a stopping test in unconstrained optimization, and that it often exhibits oscillations in the course of the optimization. In this paper we present results descibing the properties of the gradient norm for the steepest descent method applied to quadratic objective functions. We also make some general observations that apply to nonlinear problems, relating the gradient norm, the objective function value, and the path generated by the iterates.
引用
收藏
页码:5 / 35
页数:31
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