Gradient method: Difference between revisions

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add SGD, group conjugate gradient methods
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In [[optimization (mathematics)|optimization]], a '''gradient method''' is an [[algorithm]] to solve problems of the form
 
:<math>\min_{x\in\mathbb R^n}\; f(x)</math>
 
with the search directions defined by the [[gradient]] of the function at the current point. Examples of gradient methodmethods are the [[gradient descent]] and the [[conjugate gradient]].
 
==See also==
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{{col-break}}
 
* [[Gradient descent]]
* [[Stochastic gradient descent]]
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* [[Biconjugate gradient method]]
* [[Biconjugate gradient stabilized method]]
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==References==
* {{cite book | year=1997 | title=Optimization : Algorithms and Consistent Approximations
| publisher=Springer-Verlag | isbn=0-387-94971-2 |author=Elijah Polak}}
 
{{Optimization algorithms}}
 
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[[Category:Gradient methods| ]]
 
{{linear-algebra-stub}}
[[fr:Algorithme du gradient]]