gradient_descent: Implements the gradient descent

Description Usage Arguments Value

Description

Implements the gradient descent

Usage

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gradient_descent(x_init, funval, fungrad, alpha, maxit = 1000,
  threshold = 1e-09)

Arguments

x_init

initial guess

funval

objective function calculator

fungrad

objective function's gradient

alpha

step size. if "backtracking", will automatically select the step using this algorithm

maxit

max number of iterations

threshold

convergence threshold

Value

solution list – solution: x_min, path: x_points, number of iterations: n_it


lnribeiro/otimizr documentation built on June 24, 2019, 12:37 a.m.